Does it run with the GOG version of Thief 2?

yes.

I would be tempted to ask, how? Are there extra hoops to jump through, the way there are with the Steam installation? (The fact that Steam insists on putting all its games into its own steamapps folder which is itself hard to find unless you know where to look, is an issue: at least GOG lets you put the games in whatever folder you like.)

see the bottom of the first TFix post.