Hi spent 30 minutes solving this problem so hopefully no one else has to.

Long story short anyone with the incorrect version of libSDL (debian 9 and many others I'm sure) wont be able to start the game and it will just hang until you kill it.

Easiest way to fix with minimal fuss is to edit gog's start.sh script to force it to use the correct version that does come bundled.

Navigate to the start.sh file typically in the home folder under /GOG Games/Pillars of Eternity II Deadfire/

Assuming you haven't made any changes to the default directory structure of the game, delete the section from run_game to the closing bracket before the word default and replace with

run_game() {
echo "Running ${GAME_NAME}"
export LC_ALL=C
cd game
chmod +x "PillarsOfEternityII"
LD_PRELOAD=./PillarsOfEternityII_Data/Plugins/x86_64/libSDL2-2.0.so ./"PillarsOfEternityII"

}

That will force it to use the bundled version and makes the game playable at least for me and hopefully you as well.