@Sokoban, Thanks for posting in Q&A. As a prerequisite for the expedite to work, the expedite client Update Health Tools needs to be installed on the machine. This client is installed with KB 4023057 - Update for Windows 10 Update Service components.
Once the client is installed and our services are able to see the device that alert "Expedite client missing" gets resolved automatically.
To confirm the presence of the Update Health Tools on a device:
-- Look for the folder C:\Program Files\Microsoft Update Health Tools or review Add Remove Programs for Microsoft Update Health Tools.
-- As an Admin, run the PowerShell script in the following link:
https://learn.microsoft.com/en-us/mem/intune/protect/windows-10-expedite-updates#prerequisites
Hope the above information can help.
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