Working fine here on Windows 10 21H2 (on a 4K monitor aka 3840x2160) without needing to jigger about with registry settings.

To fix the issues all it needed was the "ddraw.dll" file from DDrawCompat.
Version "DDrawCompat-v0.6.0.zip" works a treat for me:
https://github.com/narzoul/DDrawCompat/releases
Just pop that inside your game directory "GOG Games\WH40K Final Liberation"

Please note:
DO NOT press the windows key or press ALT+TAB while playing as it will crash the game.