MedeaFleecestealer: No, stil no luck with this. I stil get the not valid message.
Did you copy and paste my text, the "" at the right place are NEEDED:
"C:\Program Files (x86)\GOG Galaxy\\GalaxyClient.exe
" /command=runGame /gameId=1449651388 /path=
"C:\Program Files (x86)\GOG Galaxy\games\grim dawn
" edit: and you used grim dawn.exe instead galaxyclient.exe
edit2: To make it more clear, the first "" launches GALAXY, with rungame and gameid, we tell Galaxy to launch Grim Dawn and the Path in the end just tells Galaxy where the path to Grim Dawn is. You do NOT need to enter Grim Dawn.exe somewhere in the shortcut, just copy and paste from last post, this should work for you if i didnt do a typo or your config is "non standard"