I have had exactly the same problem. Accepted the update to 8.04 which failed and left me without any TMG. I have followed all of the instructions in the pinned entry to the letter a number of times with no success.
This installer is clearly written very badly. I would not accept such shoddy work from my team who build installers for a living. Where can I find an 8.02 installer to put back so that I can get a working copy of TMG?