I had the same issue on v8.5.1. I had to change the Installer to run as Previous Version (Properties/Compatability tab).
I then changed the compatibility tab on the application itself to also run as Windows 7 (C:\Program Files (x86)\Cisco\Desktop\Agent.exe) and also checked "Run this program as an administrator" lower down on the same tab. Once I changed the Agent (and Supervisor required the same) I was able to run both without issue.
Hopefully that will also help CAD on UCCX v9 run, but not certain.
Please note the error you are getting there is legitimate since Windows 10 is not a supported OS for CAD/CSD and even if you get the CAD running as mentioned by David, then also I am afraid that it will not be supported by TAC.