Just followed the procedure again, but with an additional step 1a: Uninstall printer from Control Panel\Hardware and Sound\Devices and Printers
Prior to that, I ran the HP Print and Scan Doctor, but that only showed which devices are installed. I doubt that it fixed anything.
Anyhow, this time installation worked, although again I had to wait a long time for the setup tool to finish. Possibly it's a timing issue.
No TWAIN interface seems to have been installed for the MFP. Possibly that requires the full setup with the HP scan software. However, I can now scan with VueScan, which did not work before.