If anyone is still having these issues, I was able to fix mine. When setting the custom path it would not let me choose the path I wanted, so it turns out that the twitch client for some reason doesn't like some filepaths. I think the issue is actually related to the name of your windows user, cause in my case I have a few letters in my name that are not in the english alphabet, and I've had a similar issue before with android studio where my username broke a few installs.
So try to create a folder on the root of your C: drive and set the filepath to that, and it should allow you to do so and go through with the installation. This was my experience at least and I didn't see a similar solution here so it might fix it for you