In general, it is bad news to try to edit the registry to remove the VTune analyzer. I never recommend doing that. I always recommend sticking with the uninstall.
Regarding the error during the uninstall, did you install the analyzer on P: originally? Is P: a network mapped drive? (The VTune analyzer cannot be used from a networked drive, which may explain your original problem.) Was P: mapped when you attempted the uninstall?
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