I beat the game but the credits never show, all it show's is the credits window but not credit text at all.

The same thing happened to me, but on the DVD release after I patched it, no credits, just a song playing. I'll try replacing the patched exe with the default one and see if it still happens.

Ok, the credits roll using the original exe along with playing the music track, but the saves don't work, so I just checked in Extra's/Credit's rather than actually finishing the game again.

Yeah i also experienced this but since it was on the DVD version i didn't mention it (this being a GOG forum) but this is a problem with the new EXE by Revolution, it fixes the black shadow problem but the credits fail to show.
I am looking into this and i think i can see the problem in the EXE, but i will need to see how to go about fixing it (it shouldn't be hard to do i just need to wait until after tonight to take a better look at this since i have a lot of work on right now) and then IF i can fix it i will look into releasing a patch to fix the problem.

As far as I can tell (after playthrough with the new patch) everything is working just fine in the game. It's just the credits which don't work.