Had a go at this under UAE today, and had exactly the same problem when trying to do a fresh install from scratch.
Got it sorted, but I ended up installing 3.5, then copying 3.9 to another partition, un-write-protecting that copy, then doing the 3.5 upgrade routine. Trying to do it straight to 3.9 it missed assigns, complained about write protection etc, no matter what I did

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This was as a trial run before doing it for real. I think I'll stick with the same system there, unless anyone thinks of a better way (?).