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It would seem there is no way to play with steam players in a non-public game, since there is no way to invite steam players into your game or gog players to a steam game, or am I missing something here?
Yes, the GOG version needs GOG Galaxy for multiplayer.

This is a major thing holding me back from buying it. I miss the days when games had their own built in multiplayer lobbies independent of Steam/Galaxy/Origin/Uplay/etc
Post edited October 13, 2016 by Seremzh
I have GoG galaxy, that isn't a huge problem for me. My friend has the game on Steam. Even if he also installs GoG galaxy, I can't join his game. I don't know if it's because the store page says: "Shadow Warrior 2 features crossplay public matches that you can play with your friends no matter where the game was purchased (PC only). "

So apparently you can only play with steam users if you search for their game on the public games list. Sucks for people who don't want to play in public game sessions. I'll probably refund the game and maybe get the steam version, since this is starting to feel like too much work for what should be pretty basic functionality.