I was able to fix it by myself. It seems to me, the setup needs all shortcuts at the original place. If there is one missing or there were a rename of one folder the setup fail with the above error message.  There are two solutions. Copy all shortcuts and their folders from another installation or run repair of the setup. I did the first step with copy all shortcuts from another installation.  I was able to upgrade successful on all installations.  
During Upgrade process of Dell EqualLogic Host Integration Tools from 4.8.0 we get an error message: Error 1720. There is a problem with this Windows Installer package. A script required for this install to complete could not be run. Contact your support personnel or package vendor. Custom action CleanDepriicatedShortcuts script error -2147024773, :  Line 28, Column 3,  Don't know what that exectly mean. I tried a new download, but it seems to me it is no error because of bad download of .exe or .iso.  System logs show me the following. >>>Product: Dell EqualLogic Host Integration Tools -- Error 1720.There is a problem with this Windows Installer package. A script required for this install to complete could not be run. Contact your support personnel or package vendor. Custom action CleanDepricatedShortcuts script error -2147024773, : Line 28, Column 3<<<  We have one Windows Server 2012 and a Hyper-V 2012 R2 Cluster with several Windows Server 2012 R2. I tried the upgrade on Windows Server 2012.  Please for help.
Upgrade Equallogic HIT Kit 4.8 to 4.9 fail with error