Despite installation of the package, getting same error again.
Error : kernel module failed Kernel headers not found for target kernel4.19.0-8-amd64. Please install them and execute
Host: Win 10
VBox: Debian 10
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Answer
This is typical issue, actually not an issue simply missing headers. Run following commands
$ sudo apt install linux-headers-4.19.0-8-amd64 $ sudo apt install dkms
Then run guest script again
sudo sh VBoxLinuxAdditions.run
Finally reboot the machine
$ sudo reboot