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Windows PE rescue media creation fails and the following may be seen the the Windows PE log file:

ImageX Tool for Windows
Copyright (C) Microsoft Corp. All rights reserved.
Version: 6.2.9200.16384
Mounting: [C:\boot\macrium\WADKFiles\media\sources\boot.wim, 1] -> [C:\boot\macrium\WADKFiles\mount]...
[ 0% ] Mounting progress

Error mounting image.
A required privilege is not held by the client.

This error may indicate that default Windows security settings have been to be modified. Typically, this is caused by Anti-Virus/Security software or by incorrect 'Administrator' group assignments. 
 

To resolve follow the steps below:

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Ensure that your Windows User Account is a member of the Administrators Group

Ensure that the 'Administrators' Group is assigned to the 'Auditing and Security log'

1. Start the 'Local Group Policy Editor'  by running 'gpedit.msc'.
   
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   The above example shows Windows 10.  For other versions of Windows click the 'Start' button or press the Windows key and type 'gpedit.msc'
    
2. Navigate to  'Computer Configuration > Windows Settings > Security Settings > Local Policies > User Rights Assignment' and select 'Manage audit and security log'':
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3. Double click on 'Manage audit and security log' to display the Properties dialog:
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4. Ensure that the 'Administrators' user group is shown, if not then click 'Add User or Group' then click the 'Object Types' button and select 'Groups'.
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5. Enter 'Administrators' and click 'OK':
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6. Finally click 'OK' to save the changes:
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