Basically on some newer PCs the installation after downloading is broken.

Here's a more indepth guide if you want to read, credit to this guy
https://www.reddit.com/r/pcgamingtechsupport/comments/vky73k/how_to_fix_the_0xc000007b_error_in_games_ultimate/

STEP 1
Go to the reddit guide and click on link number 3


and download the file.
Extract it to a new empty folder using whatever method.

STEP 2
Go to this file in your steam installation directory for Borderlands 2, Usually

SteamLibrary\steamapps\common\Borderlands 2\Binaries\Win32

This folder will have the Borderlands2.exe and such. Make sure it is the right one.

example of the right folder

STEP 3
Copy all the files from the file you extracted (the ones with all the DLLs)

example of extracted files in a folder, COPY ALL

Paste in the Borderlands 2 Win32 folder (the one with Borderlands2.exe)

STEP 4
Go back to steam launcher and try to run the game


Hopefully you can run your game now, if there are other games that show the same problems (closes itself on startup, click play nothing happens, error 0xc000007b) its usually this issue so save that dll file. I also has this issue on Bioshock infinite and same solution

If it still doesnt work, you can try and go to the Redist folder (after Binaries folder, below the Win32 folder) folder in the borderlands 2 directory and run all the installers in that folder.

You can also right click on Borderlands 2 folder in common folder and click properties, make the box on Read-only empty.
Can also try and apply Windows 7/8 compatibility mode and disable Fulllscreen optimisations on the borderlands2.exe