I've got a tiny pc GPD Win 2 with Intel® Core™ m3-7Y30, 8gb of ram 128gb ssd and windows 10. I've got no issue in other games, but Bioshock plays like I've got 8mb of video memory :) It unloads textures as soon as I move and pop-up them right in front of my face. Any solution? Or video explanation needed?

Same here except that I have an Intel HD 520 (core i5). For steam there seems to be a Bioshock2sp.ini which I can't find in windows 10

IIRC there should be a setting under this engine somewhere for texture streaming limits, if you can find it you can try setting it higher but I don't remember where it is, other than it's in some sort of display/graphics/render .ini file.

I saw in another thread that it was under <Your user directory>\AppData\Roaming\BioshockHD\Bioshock2
At least it's there for me.
I tried to change the texture streaming settings in there to prevent the crashes but no success yet.