Does anyone have idea how to add Syndicate to Steam ?
I know general rule and never had any problems with other games.

Ideas ?

If you mean add it as official steam game, thats impossible as Syndicate is not in steam and gog doesn't give steam codes.(why would they, they are short of competitors =P) If you mean adding it to library, select "Games" from up corner and "Add a non-Steam game to the library"

I think the problem is that many GOG games use a lot of launch parameters/command line options, which Steam isn't very good at handling, especially not when you use it's automated "import links from start menu" thing. The best option generally is either manually editing Steam's launch options for the game (copy the full "target" field from the start menu link into Steam's similar field), or to create a bat file containing all the launch options, making a new link to it and adding that link to Steam.

I was having the same issue(Most GoG games work fine with Steam, some work partially as in Steam In-Game doesn't show up, and some don't work at all). Thanks for the solution.

A tip that I don't think will break the steam overlay (.bat files tend do break it) is to go to the GOG.com folder in the start menu, and right click it open the actual folder where the shortcuts are, right click the shortcut you want and go to properties>security, on the top line there (object name) the complete file address for the shortcut is written, just select and copy that line, and then paste it to steam's "add non-steam game" window, and it'll work in Steam with both the overlay and GOG's wrapper or dosbox config stuff intact.