I reinstalled my GOG Galaxy Thursday or Friday ans just fancied a bit of Stellaris today.
Downloaded, installed and .... nothing.
The launcher pops up, click Play and the game starts loading and about 20% in the window just disappears and I'm back to desk top.
GOG client shows that game is not running. Trying to start the game again does nothing.
Checking game files/fixing does not solve the problem. Reinstalling the game only takes me back to the beginning of the problem.

Has anyone had problems like that?

I’m quite sure I’ve seen similar issues reported (maybe with workarounds?) on Paradox official tech support forum.
To access these forums you need to register your game on a Paradox account, using the game key provided on your GOG account.

Sadly I won’t able to help on your specific issue as I play Stellaris exclusively on Linux, without Galaxy.

Thanks mate.

It turned out that for some reason Windows Defender decided to block the stellaris.exe and delete it or move to quarantine.
I've got it sorted now. Thanks