Hey guys,

Got my copy of the game not so long ago and, I couldn't play it a single time. First I downloaded direct from Galaxy app and then click 'play', button greyed out for 2 secs and then start sync and back to normal. Then downloaded from the site as a backup copy and the result is the same.

Tried to run in administrator from the game folder too, and nothing ever shows up, not even an error. What is happening?

You should provide more information about your system (OS, hardware, etc.) and possibly the crash log that should be located in the %APPDATA%\RogueLegacy directory.

Almost forgot about this post. I've looked for an Rogue Legacy folder in %AppData% but there's none of it.

I've made a clip of what happens when I try to run the game.

I'm not sure but that folder might be hidden: check here for more information on the subject.
If the folder really doesn't exist, this probably means that the game is not simply crashing but, instead, it is not launching at all.
I suggest you to check if some other software (particularly the antivirus) is preventing the game from running and I also suggest you to read this post because another user seems to have experienced a similar issue.
If you can't solve the problem, I think you should write to GOG support or even to the developer directly in order to get help. Very well, but where is this clip? And, more importantly, why don't you provide more information about your system?