Followed these steps and its installed again:
- On the domain controller where the ATP Sensor had failed, I searched the registry for "Azure Advanced" (without the quotes), and deleted all keys and subkeys where this was found. I just made sure it was referencing the sensor. There were several keys that needed to be deleted from HKCR and HKLM. Just to be sure to be sure....make a backup of the registry before you delete the keys.
- I deleted the folder C:\Program Files\Azure Advanced Threat Protection Sensor
- Manually re-installing the sensor worked and it is reporting as expected in the portal.