The devs released an update in dec 2014 but the GOG version is still at 1.0.0.2. So I've paid for the game but aren't eligible for the update that would make it run on my system (10.10)?

Source: frictionalgames.com/forum/thread-24333.html

Yeah, I've been waiting a while for the update too. Hopefully it comes eventually and the Linux version with it.

I asked them about this on their support website and they this:

ME: Hey, I've been a fan of the Penumbra games and own both the Steam & GOG versions. I was wondering why the GOG version of the Penumbra Collection isn't up to date (doesn't work on latest Mac OS X) and doesn't have a Linux version? Does Frictional Games plan to update this version?

Frictional Games: Latest Mac OS X is that 10.10 you are referring to?
GOG should have the most recent version of Penumbra for Mac, have you/anyone notified their support?
As for Linux, our build was not approved for release. GOG likes quality! Hopefully after SOMA release we can look into trying to update the older games.

[url=] frictionalgames.com/forum/thread-30420.html[/url]

It says 1.1.1 for both Mac OS X/ Windows.
Hopefully Linux support come sooner rather than later.