Both Alan Wake and Alan Wake's American Nightmare wasn't starting on my Windows 11. DX9 was installed.

Was able to fix it by copy to install folder file d3dx9_43.dll from DX9 setup (Jun2010_d3dx9_43_x86.cab).
You can download it from Microsoft: https://www.microsoft.com/en-us/download/details.aspx?id=8109 and run it. Will extract files to selected folder. Then you just need to find cab and extract file from there.

Actually Ifixed MSGO mode for Morrowind same way.


You may also check video, especially process monitor part: https://youtu.be/O1CkyEogN3c?si=NVDX1_3cmrOjYd7L