MagicBoy: Looks like something is wrong with the GOG installation files. I tried other solutions like delete galaxypeer64.dll or d3d9.dll, but I don't have those files in my PC. I do own the game at Steam too and it works fine. I did compare those files with GOG ones and found out, that there is one file missing is "distrib_s.unity3d". If I did copy it to the GOG install directory the game finally started.

You can try it yourself & let me know. Also it would be good to know, if Epic version has this file too.

You can download Steam file here - https://1drv.ms/u/s!AgQSCQ_MIQthgacRLvivc0A35R_iwA?e=p397cO