This stuff was prevalent in Skyrim when all the ENB and SweetFX mods came into play on Windows 10 machines, or when someone upgraded their NVidia graphics card drivers.
Since the default FH doesn't use dxgi.dll, d3d9.dll, or d3d11.dll, I'm assuming that you installed SweetFX for FH. These mods usually come with a file called dxgi.dll, which contains the CreateDXGIFactory2 function. Oddly enough, d3d11.dll does not contain the function, and I still have no idea why Windows tries to find it there, unless it's something to do with DirectX11.
If D-ead7Dog's suggestion of running it as administrator doesn't work, here's some other stuff to try:
(Remember to backup any files in the FH folder that you will be modifying/overwriting before you try these)
Solution 1. Re-install whatever SweetFX mod you had, making sure to allow the files from the installation to override the existing ones in the FH folder. Do this if you recently updated your Windows or graphic card drivers.
Solution 2. Deleting the dxgi.dll and dxgi.fx will fix your problem, but could also render the SweetFX useless depending on the version of DirectX that the game uses. SweetFX uses dxgi.dll and d3d9.dll as a way of injecting into the game based on the DirectX version. d3d9.dll is for DirectX 9 and I think dxgi.dll is for DirectX 10 and up, so you don't need both. I believe that the version used by FH is DirectX 9.
Solution 3. Copy and paste the dxgi.dll from your FH folder onto your desktop and rename it to d3d11.dll, before pasting it back to your FH folder.
Solution 4. Check your System32 folder for these two files: dxgi.dll and d3d11.dll. Copy and paste them to your FH folder and override the existing one(s).
