Just a guess, but maybe worth a try:

1. create a new directory, e.g. "C:\temp\KB-Hotfix"
2. copy the "windows6.1-kb2685813-x64_22a969bada171678b0936bb320e6a7778e8adc07.msu" to this directory
3. open an elevated command prompt (run as Administrator)
4. extract the msu:
   expand -F:* C:\temp\KB-Hotfix\windows6.1-kb2685813-x64_22a969bada171678b0936bb320e6a7778e8adc07.msu C:\temp\KB-Hotfix
5. install the extracted cab:
   dism.exe /online /add-package /packagepath:C:\temp\KB-Hotfix\Windows6.1-KB2685813-x64.cab
6. reboot the VM, and try to install the Horizon Agent

If this doesn't help run sfc /scannow to see whether it finds issues.

André