Just ran into this same issue. Turns out Oracle VM VirtualBox was the culprit (at least for me this time).
I didn’t see the file open in the resource manager, so I opted to manually browse to the install directory of NoMachine and manually rename the ‘libnxdx64.dll’, and in doing so the windows error message let it slip that it was in use by VirtualBox. Killed my running Linux VM and killed the Manager and the NoMachine installer continued without any issue.
I’m now running 7.9.2_1