This is a can of worms.
From what I can find out, the newer FunCube Dongle Pro+ (lots of folks shorten this to FCDPP), needs no firmware updates and should be recognised by the computer as a USB sound card that is feeding the IQ data via the left and right audio channels.
One of the most frequent mentions of the issue you have there is down to security settings on the PC, or rather the privacy settings. Not sure about Windows 11, but certainly Windows 10 has privacy settings for all kinds of things, and one of those is the microphone. All of the ones reporting the same error as yourself (the "paunanticipatedhosterror"), found that by changing the privacy setting for the microphone to on (or allow), cured the issue.
I was going to suggest trying the dongle on another PC, but you've done that and proved that the dongle works OK, so at least we know the hardware in the FunCube is good.
From what I read, these security changes started some time in 2018, and I would presume carried on thereafter for all subsequent updates of Windows 10. I would guess that Windows 11 also has these privacy settings too. I run Linux most of the time here but I just had a quick look on my Windows 10 machine, and after typing "privacy" in to the search box at the bottom of the screen I get a huge list of items connected with this phrase, top of the list (on my machine) is "Microphone privacy settings". I don't have anything other than a default installation on the machine, but I see there appears to be a general security setting for the microphone/s, and then some others that are specific to certain apps (maybe SDR# will show up on your machine?)
G4ZFQ mentioned, "Hold that thought, I have just typed in Privacy on the search Bar and reset the Microphone to ON and now SDR# works!".
I doubt it is something you have done yourself. Unfortunately these days all tech seems to have a mind of its own, and also companies providing updates and "product enhancements" seem to think that they know best when it comes to changing settings on your equipment without your knowledge!
Anyway, have a look at the microphone privacy settings.
73, Mark...