I noticed that people are having issues with invisible hostages. I was having the same issue with the female hostage on the first mission (I haven't played the game much yet), but I managed to get the Data folder from the disc version of Rainbow Six and copy it over to my GOG version. From what I saw, it fixed the issue...at least on the first mission. I will get around to playing the rest of the game at a later date, but I figured I at least share it with you guys, so everyone can have this issue fixed. I don't care if this is breaking the forum rules, but I rather see something done about this issue than seeing GOG do nothing about it.
Unfortunately, GOG won't let me post a link on the forums, though I guess it's because I don't have enough posts. I'm not really active here, but if you want my Data folder, just PM me and I'll send it to you. The files are from an unpatched version of the game, but as I said above, this has (so far) fixed my issue. I don't know which exact files are missing/corrupted in the GOG version, but still.