I got it running by changing the case. First it was C:\Windows\Setup\scripts\setupcomplete.cmd and it didn’t work. I have changed it to C:\Windows\Setup\Scripts\SetupComplete.cmd and it works o_O. I didn’t know Windows was case sensitive? However, it seems that Something is causing Windows to reboot before the SetupComplete.cmd can finish. It does start, but it stops somewhere in the middle and reboots. Could be the Fog Hostnamechanger be responsible for that?
Edit: I disabled the hostchanger plugin on the Fog client and the SetupComplete.cmd ran completely. Is there any chance to get the hostchanger to start later?