When installing Safeguard if you get this message on the last installer (3. Main) then it will go into the auto shutdown failure. It also does not automatically prompt you to reboot.
So to avoid the error only reboot the machine if the installer prompts you. Otherwise try and install all 3 in one go.
If you get this message on the last install then remove tamper protection from Sophos (open sophos as admin and configure tamper protection)
Then uninstall the first two installations (uninstall the pre-install first and then the client)
It will then prompt you to reboot, click yes and log back in as normal. It will now at some point after logon automatically reboot once more to complete the uninstall (may take 5mins)
Once logged back on for the 2nd time, turn back on the tamper protection and then reinstall Safeguard as normal and it should work fine.