Some general issues with OS if games start and stop silently very next aftet launching (exe aplear and disappear in Task Manager). Very differ Windows reported, many games (not matter which ones). Never faced mhself. So i guess this is security issue.
First Steam GOG etc and all games should be installed to X/Games/ strictly, and not on C drive (not in the root of else drivers too).
DisciplesGL is a wrapler-mod that is mod the game. Not fix launching issues. And for Disviples 2 YOU NEED first vonfigure the game via game bundled Configurator and launch it (800x600 resolution). Less important to get game working first for Disciples 1 - still GL wrapper are not for launching issues and not fix them (just dont have such fixes).
There os optional non-wrapper dll file Verok suggest can fix some issues. But there is no even such issues. He just uldate one of the api dll bunfled in the game. It just like switch older bink video(SMK) to more modern bink (BNK) because "it is newer".
So that mean this one dll opposite can bring more issues instead of fixing. Do not use it by default.
Whatever. Make sure game itself working first.
Try looking to PCGW wiki articles about Windows and Troubleshooting guide. Last time i chefk them there was not such "silently closed games" specific issue described.
Here the very latest public build of DisciplesGL (feb of '22) in its archive form (not the exe setup). Do NOT use bundled shw32
http://disk.yandex.com/d/Wx3t86cuNIY8VA GOG pre-set vompatibilities. You need delete them. They set by Ms ACT and DISMM service as a package and cannot br removed by Verok's AppCompatChecher but you can see them with it. Chefk w78.db file inside game folder - open it with WordPad or HxD or any non-Notepad text app. You get where this compatibilities stored (such thing have few places in Registry and stored even in Windows system folder).
Here the AppCompatChecker latest version - ADMIN RUN required
http://disk.yandex.com/d/37-Y0GVgWUATJA Reinstall offline GOG version to X/Games/Disciples. Reinstall and revalidate after(!!!) if you use GOG Galaxy and Galaxy version. Again, GOG should be instalent D/Games/GOG/Galaxy.
First run's of everything should be in ADMIN RUN mode. Galaxy should be in RUNASADMIN also for all launches youo need games install/update/validate. Better not use ADMIN constantly and it is not required. But for some users it is better set ADMIN to exe and forget about that. Galaxy exe set to ADMIN also applied to all games started from Galaxy library.
Game first run should be in admin. Config tool should be started first - always in admin (scenedit never in admin if you install it to /Games/).
Disciples 1 require empty disc drive. Virtual one good too. There is no alternatives to Daemon Tools and Alcohol apps for that except variation of Alcohol - Alcohol Portable.
After you set virtual drive - if you didnt have ay and you did set it to fix it - relaunch game Config tool. Drive letter there can be any, but youbstill need laucnh it.
General and game specific teoubleshoot
https://support.gog.com/hc/en-us/articles/214061385-Disciples-Sacred-Lands-Gold?
check PCGW link too and all further links - Windows article, Troubleshooting guide, GOG's general troubleshooting articles.