I only ask cuz on Steam it crashes at start up constantly and no one seems able to help.

I have it running on Windows 11, but I don't remember any problems getting it running on Windows 10.
Although it does use DirectX 9.0C, which is not installed by default on Win 10, so I would make sure you have that.
https://www.microsoft.com/en-us/download/details.aspx?id=8109

I doubt it. But be this as it may: If you can't get Oblivion to run on Steam, it's very unlikely that you can get it to run elsewhere (on the same PC).
Generally, Oblivion runs well on Win 10 and 11 - but there are many ways to screw up an Oblivion installation (mods, incomplete de-installation, file corruptions caused by PC crashes, ...). You're more likely to fix your problem by following the advice you get on Steam carefully than by trying to install Oblivion on GOG.