Enable 'Require domain users to elevate when setting a network's location'

Short update

If I manually activate the GPO on the local computer then everything works.
When activating the GPO locally it creates the same registry file I create manually but it will still give the same error when using settings catalog device configuration or admin templates device configuration.

I have made a ticket with Microsoft regarding this because something is of, the file is there I can enable it manually but it's still errors out in device configuration etc.