I downloaded and installed Vambrace Cold Soul on my Ubuntu 20.04.4 LTS machine and stated the game ... I got the first few splash screens than the game crashed as indicated in this console output:

rene@TRISTRAM:/usr/games/GOG Games/Vambrace Cold Soul$ ./start.sh
Running Vambrace: Cold Soul
Set current directory to /usr/games/GOG Games/Vambrace Cold Soul/game
Found path: /usr/games/GOG Games/Vambrace Cold Soul/game/VambraceColdSoul.x86_64
Mono path[0] = '/usr/games/GOG Games/Vambrace Cold Soul/game/VambraceColdSoul_Data/Managed'
Mono path[1] = '/usr/games/GOG Games/Vambrace Cold Soul/game/VambraceColdSoul_Data/Mono'
Mono config path = '/usr/games/GOG Games/Vambrace Cold Soul/game/VambraceColdSoul_Data/Mono/etc'
Preloaded 'ScreenSelector.so'
Preloaded 'libsteam_api.so'
Player data archive not found at `/usr/games/GOG Games/Vambrace Cold Soul/game/VambraceColdSoul_Data/data.unity3d`, using local filesystem./start.sh: line 16: 436721 Aborted (core dumped) ./"VambraceColdSoul.x86_64"
rene@TRISTRAM:/usr/games/GOG Games/Vambrace Cold Soul$

Trying to get support from GOG is virtually impossible if you have a Linux O/S! See the attached fragment of the "support session" .... (Note: I could not attach the whole session since it is HTML and you can only attach images!)