Synapsisdos: Same issue here. I tried the VPN work around but no luck,
From what I can see in the files Gustav.pak.download and Gustav.pak.state in the data directory seem to never resolve themselves. where all the other pak files don't have a start or download version. At least for my install and unfortunately that Pak file is ~10GB
Anyone else having issues with that file?
Had exactly the same issue but might have found a workaround:
Close Gog galaxy
Remove .download from the filenames and remove the .state files.
Start Gog galaxy, it will complete the installation.
After this I manage to start the game. Not sure if it will crash at some point, but got past character creation and started playing at least.