sp_Blitz - RegOpenKeyEx() returned error 2
My guess is that it's related to this Github issue. Another user reported it, but because I can't quickly reproduce it, and the reporting user didn't want to submit code to fix it, we ended up closing the issue.
If you'd like to help troubleshoot and fix that issue, you can make notes in that Github issue, and use the First Responder Kit's Contributing Guide to get started with the code.