I was having the same issue. This is what worked for me. Thank you for posting it.

I installed IDEE on my "D" drive (SATA HDD of one terabytes) in the GOG Game directory on a system running Win 10 pro 64 bits loaded on a SSD "C" drive (I run solely the op sys on that drive). The graphic card is a NVIDIA GeForce GTX 750 Ti. I ran the game in win XP-3 compatibility mode and as administrator . It would fail to start with one of window's useless error message. Here's how I solved the problem:

1. Went on Beamdog website for a Baldur's gate EE similar problem.
2. Used the link on this page to download "OpenAL_Soft.exe"
3. Installed the file with the path set to Icewind Dale EE installed directory (D:\GOG Game\Icewind Dale Enhanced Edition\ in my case).

I rebooted after the installation and the game now starts and runs flawlessly.