Based on 2 answers: https://trevorsullivan.net/2011/12/14/powershell-override-gpo-and-detect-windows-updates/ and https://superuser.com/questions/107155/windows-update-when-group-policy-forbids/479972

force_windows_update_override_gpo.ps1

# Stop windows update service
Stop-Service -Name wuauserv;

# Remove 'SoftwarePolicies' WU key
Remove-Item `
-Path HKLM:\SoftwarePolicies\Microsoft\Windows\WindowsUpdate `
-Force `
-Recurse `
-ErrorAction SilentlyContinue;

# Remove 'SoftwarePolicies' WU key (This one is GPO Managed)
Remove-Item `
-Path HKLM:\SOFTWARE\Policies\Microsoft\Windows\WindowsUpdate `
-Force `
-Recurse `
-ErrorAction SilentlyContinue;

# Reset WU Agent data, by removing the 'SoftwareDistribution' directory, to be recreated with fresh default data, and rebuild the isntalled updates DB 
Remove-Item -Force -Recurse -ErrorAction SilentlyContinue "C:\Windows\SoftwareDistribution\"

# Start the WU server
Start-Service -Name wuauserv;

# Ask it to detect new updates, either by COM object, or CLI
wuauclt /detectnow
(New-Object -ComObject Microsoft.Update.AutoUpdate).DetectNow();

# I also had to check in the UI itself with command 'control update'

# This is usefull if your Windows installation is managed by IT department, which may block certain, or all updates
# but you still have Administrator level permissions on the workstation, which allows you to override them temporarily