Short Answer:
Use a pre-compiled wheel bundle for the dependency failing to install. (This is an unofficial source so use at your own risk) Download here and do
pip install /path/to/bundle.whl
Long Answer:
I faced a similar problem while installing rasa_nlu and this is how I resolved it.
The major problem was in installing the Twisted package. I had tried installing redistributables and build tools and my final error looked like this-
c:\program files\python36\include\pyconfig.h(59): fatal error C1083: Cannot open include file: 'io.h': No such file or directory
error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\BuildTools\\VC\\Tools\\MSVC\\14.11.25503\\bin\\HostX86\\x64\\cl.exe' failed with exit status 2
I then decided to follow the answer here which describes ways to handle python library installations in a fallback approach.
My final resolution was downloading the twisted wheel from the source mentioned above, install the package and continue with rasa installation.
pip install ./Twisted-17.9.0-cp36-cp36m-win_amd64.whl
pip install rasa_nlu
Note:
If you are really skeptic in using an unofficial source, follow the instructions in SF answer I shared earlier to build your own bundle and use that wheel for installation.