Hello AssafTomaschoff,
It seems that you have the script in the right place. My only concern is that if that script was copied from a different computer, it may have some default permissions that are not aligned. If that was the case would try to:
Rename your SetupComplete.cmd to .OLD
Create a new SetupComplete.cmd file directly in the folder, and copy the content of your script.
Otherwise you can try to apply the same script on ErrorHandler.cmd script in the same folder.
All in all, it would help what are you trying to run in the script, and as well if you see anything on the C:\Windows\Panther\UnattendGC\Setupact.log referring to the load.
More details:
https://learn.microsoft.com/en-us/windows-hardware/manufacture/desktop/add-a-custom-script-to-windows-setup?view=windows-11
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