I encountered the same problem.
First I thought it could be a game issue loading the wrong textures (as esa1god already mentioned), so I restarted the game. The problem still consists. I tried a check-up of the installation via GOG. It's still the same thing. No visible goblins!
Does this Christmas theme problem only affects the goblins' textures or are other textures missing, too?
Is there a possibility to remove the Christmas Update? Otherwise, we have to wait til next update.
Post edited January 04, 2020 by SebastianGass