Ok, I've been fighting this issue (error 0x0) for a day now. What FINALLY worked for me, after downloading THREE TIMES, was going and cleaning out all the entries from my hosts file (Windows 10, latest preview update). Removed Spybot Anti-Beacon, and holy shit it finally opens.

My other steps had been:

Moving the install from one drive to another (neither were my C: drive, it's on there now)
Battle.net installer
MS Store install
System file checker (sfc /scannow)
Multiple repairs of the installs
Removed Corsair iCue
Removed MSI Afterburner
Removed one other anti-cheat (can't remember what)
Run as admin
All the Powershell scripts you could think of
Tons of reboots
Triple-checked for Windows and driver updates
Disabled Windows AV
Went thru all the Event Viewer logs for major clues
Safe mode

And I'm sure there's more, but this was the one thing that finally did the trick for me. New clean-sheet hosts file (C:\Windows\System32\drivers\etc\ and the 'hosts' file is in there, open with Notepad as an Administrator. Easy to make a shortcut on the desktop and right-click> Run As Administrator then navigate to that directory, make sure to 'show all files').

If I get a chance, I'll run Wireshark and see what traffic is going thru and find out what in my hosts file could have triggered it. I had all the Windows telemetry stuff blocked, plus an assload of other stuff for privacy/ads etc.

Would love to know if anyone else tries this, or at least if this helps in some way.