Please check that you have the latest version of Direct X
yada yada

I have tried all the direct x plug in's and restarted my pc and still getting this message.

Try running dxdiag.exe (windows program) to check your DX version and diagnose any problems.

Have you tried to install the june 2010 redistributable? Not the web installer but the offline one. That one contains every supported version of directx.

I have tried DirectX End-User Runtimes (June 2010) but the game just won't work, I just get the failed to initialize note, I don't even get the black screen many comments about on other threads.

CPU: Intel(R) Core(TM) i5-8400 CPU @ 2.80GHz
GPU: Nvidia GeForce GTX 1060 3GB 3 GB
DirectX 12
Windows 10 64 bit

Tried the fixes mentioned in here and other threads, nothing works still.

Disappointed :(