I've got this from this
https://gtm.steamproxy.vip/app/528200/discussions/0/1640927348823014175/
It answered by MAGIX (developer)

Hello,
Error code 2 it's a steam client error code.
There are many threads about this error affecting many applications on steam.

To solve this issue we suggest you to apply the following steps:

1. Navigate to your Steam game files: tipically C:\Program Files
(x86)\Steam\steamapps\common.
2. Delete the Vegas Pro 14.0 folder.
3. Go to Control panel and uninstall both Vegas Pro 14 and Vegas Pro - Steam Powered.
4. Go to your steam software library and right click Vegas Pro 14, then click uninstall.
5. Reinstall Vegas Pro 14.
6. Now go to the installation folder: tipically C:\Program Files
(x86)\Steam\steamapps\common\Vegas Pro 14.0 and run vegas140_x64.exe .
7. Go to C:\Program Files\VEGAS\VEGAS Pro 14.0 highlight every single file and folder, right
click, and select "copy".
8. Go to C:\Program Files (x86)\Steam\steamapps\common\Vegas Pro 14.0\Vegas Pro 14.0\ and
paste them all into that folder.
9. Start VEGAS.
10. Enjoy the software.

If the problem persists send an email to technical support at contactus@magix.net.

With kind regards,
Your VEGAS Team