In case it helps anyone out who sees a similar problem, we recently transitioned our company's domain from federated (through ADFS) to a managed domain using Pass-Through Authentication.
When running the Azure AD Connect configuration (version 126.96.36.199) the application crashed at the point where AD enterprise admin credentials were being entered. No information in the event viewer or AAD Connect logfiles - just a hang of AzureADConnect.exe, which needed to be killed and restarted.
After some digging with process monitor, it transpired that Trend Micro AMSP (Anti Malware Solution Platform) was blocking AzureADConnect.exe's attempt to write to MSOCredProv.txt within the profile of the user running the AAD Connect wizard.
Somewhat unhelpfully, the AV product wasn't giving any notification or other indication that it was doing this.
Anyway, whitelisting AzureADConnect.exe in the AV software allowed the configuration wizard to run through and complete the transition to a managed domain.
I don't *think* I've read anywhere that AzureADConnect.exe should be excluded from any AV scanning, but if you're seeing any strange behaviours - that might help you.