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When clearing the registry entries did you look under strategy First as well as Paradox?
 
Ya we do not officially support the version with CotN so I have not even see an install with that version, for all I know the regisrty entries are wierd for it.
But if it was a registy problem I think it would have given you the Error that the game was already installed, or that it could not be found.

You could try a fresh install to the default directory and then try the patch right away.