I started to suspect this due to a thread in the Dracula Trilogy subforums, regarding how the DEP exclusion couldn't be set unless the game's exe was renamed from game.exe to fvr_viewer.exe. This struck me as odd at the time, because it really shouldn't matter what name a game's exe has. I believe games didn't start tracking the names of their own exes until much later. However, because it worked, I didn't think much more of it.

This was, however, until I ran up against two other problems. In Cold Blood had invisible characters. I added a DEP exclusion as some had recommended, but it didn't do anything. So then I had a notion, what if there's something about how GOG installers work and/or how Windows tracks them that's interfering with DEP exclusions? Something something registry entries. Would it stand to reason then, that invalidating that registry entry by renaming the installed executable would allow the DEP exclusion to be set? And yes, indeed it does! Suddenly In Cold Blood had visible characters! By renaming engine.exe to icb.exe and adding a DEP exclusion to icb.exe, In Cold Blood was flawless. (Well, as flawless as one could reasonably expect from In Cold Blood.) The same was true with Gorky 17, where renaming gorky17.exe to gorky.exe and adding a DEP exclusion to that actually allowed it to work! This is also true for all games of the Dracula Trilogy, as I mentioned in my opening paragraph.

I feel GOG might want to investigate this, or at least provide this information to their support team, as it'll certainly help with issues down the reoad! I have mailed help@gog.com and support@gog.com with this information, so hopefully that'll happen.

TL;DR Instructions:

If you have an issue with a game, try this:

1.) Open the Launch Game Name link file, by right-clicking it and selecting properties;
2.) Note down the exe that the link launches;
3.) Find that exe and rename it to something else;
4.) Start > Run > sysdm.cpl (or right-click This PC/My Computer and click properties;
5.) Go to the Advanced tab;
6.) Click Settings from the Performance section;
7.) Click the Data Execution Prevention tab;
8.) Click Add and navigate to your renamed exe;
9.) Apply it, then close System Properties;
10.) Open the Launch Game Name link file again, and rename the exe there too;
11.) Try running the game, with luck it'll work!

Wow, breaking security via system administration tools not everyone might have access to just to run a game, instead of sandboxing it though a translation layer.

And just so we're on the level, you didn't install the game to Program Files, either one?

I install my retro PC games on a Windows partition I have set aside for that, sorted by year.

In this case: F:\gog\1999\gorky17

As for breaking security? I'm a little confused by that. There are a number of old Windows games which simply won't work with Digital Execution Prevention active, they haven't been patched or changed in that long that they're functionally incompatible. How long? Well, sysdm.cpl (the System Properties panel) and Digital Execution Prevention exclusions have been a part of Windows since XP.

There's talk going back decades on both GOG and Vogons about it. I discovered that in my attempts to fix both the Dracula Trilogy and In Cold Blood. In fact, there are even Linux discussions of this going back to 2008 on WineHQ. I found that out when I was researching In Cold Blood.

You'll have to forgive me, but I'm not sure how any form of sandboxing could solve a DEP-related issue. Though if you have any knowledge on the matter I'm sure it'll be useful to anyone who stops by here!

(Edited to fix typos.)

While we are on the topic of that location, which is truly idiotic for games, I have never understood why Microsoft didn't ever encourage an OS:\Games folder instead. I complained about this decades ago, as being beyond ridiculous to mix other programs with games, even though a game is also a program. Games are significant enough, that they should have their own core identity, certainly by now.

They did, around Windows Vista/7 (Maybe earlier, vague memories suggest). It never took. $(USER)/My Games. Probably by the time they thought to try, and then by that time, it also came to conflict with their own Xbox machinations.

guess i'll give it a try if i run into anything weird

If that was the case, it must have been in Vista, because I never saw it in XP, Win 7, Win 8.x, Win 10 or Win 11.

Vista is the only Windows OS I never had. I even used the poorly thought of Windows ME for a while, and before that Windows 98SE and Win 95 and earlier. I used Windows 2000 very briefly, but no other NT branch before that.