Unable to switch to nightly on Windows

Problem

Related to https://github.com/rust-lang/rustup/issues/2248

I was previously not able to install rust, and had to move the installer to the desktop in order for it to work.

But now when I try to change the default channel to nightly, I get this error:

$ rustup default nightly
info: syncing channel updates for 'nightly-x86_64-pc-windows-msvc'
info: latest update on 2023-06-05, rust version 1.72.0-nightly (101fa903b 2023-06-04)
info: downloading component 'cargo'
info: downloading component 'clippy'
info: downloading component 'rust-docs'
info: downloading component 'rust-std'
info: downloading component 'rustc'
info: downloading component 'rustfmt'
info: installing component 'cargo'
info: installing component 'clippy'
info: installing component 'rust-docs'
info: retrying renaming 'C:\Users\USERNAME\.rustup\tmp\1t5ptbbqg5q7p5_r_dir\rust-docs\share/doc/rust/html' to 'C:\Users\USERNAME\.rustup\toolchains\nightly-x86_64-pc-windows-msvc\share/doc/rust/html'
info: retrying renaming 'C:\Users\USERNAME\.rustup\tmp\1t5ptbbqg5q7p5_r_dir\rust-docs\share/doc/rust/html' to 'C:\Users\USERNAME\.rustup\toolchains\nightly-x86_64-pc-windows-msvc\share/doc/rust/html'
...
info: retrying renaming 'C:\Users\USERNAME\.rustup\tmp\1t5ptbbqg5q7p5_r_dir\rust-docs\share/doc/rust/html' to 'C:\Users\USERNAME\.rustup\toolchains\nightly-x86_64-pc-windows-msvc\share/doc/rust/html'
info: rolling back changes
error: could not rename component file from 'C:\Users\USERNAME\.rustup\tmp\z0ae1u_g2qk0m3wd_dir\rust-docs\share/doc/rust/html' to 'C:\Users\USERNAME\.rustup\toolchains\nightly-x86_64-pc-windows-msvc\share/doc/rust/html': Access is denied. (os error 5)

Since it rolled back changes, I'm unable to use nightly.

I don't have McAfee installed however I do have Window's Firewall set up. This is a work laptop and I don't have admin privileges, and I am unable to disable the firewall

Steps

1. Download https://static.rust-lang.org/rustup/dist/x86_64-pc-windows-msvc/rustup-init.exe
2. Place .exe in the Desktop
3. Install
4. Run rustup default nightly

Possible Solution(s)

No response

Notes

No response

Rustup version

$ rustup --version
rustup 1.25.2 (17db695f1 2023-02-01)

Installed toolchains

$ rustup show
Default host: x86_64-pc-windows-msvc
rustup home:  C:\Users\USERNAME\.rustup

installed toolchains
--------------------

stable-x86_64-pc-windows-msvc (default)

Start by reproducing the Windows flow using rustup-init.exe, then run rustup default nightly on a non-admin account and compare the reported rename failure. Trace the rustup default nightly entry point and the component installation path; done means nightly installs successfully or the access-denied cause and a confirmed workaround are documented.