First of all, you need to know that the censored version is a mess, and that the only way to fix it is to apply the uncensored patch.
Secondly, if you've already applied the patch and discovered that it doesn't uncensor or fix anything, it's because the GOG patch isn't working properly... It copies all files into the game's root directory instead of respecting the directory structure.

Okay, now it's simple:

1) Install the game

2) Install the unrated patch

3) Go to the game directory, for example "D:\Games\Holy Paladin Cynthia", and move all the "*.wolf" files to the Data directory "D:\Games\Holy Paladin Cynthia\Data" and replace the old ".wolf" files.

All done.

Thanks for the problem and especially the solution, @Sethgm. Oh, and for flagging it in the reviews, too.