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Same problem here, just bought the game, Ill try some fix but at the moment I cant run it.
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gas.gas: Same problem here, just bought the game, Ill try some fix but at the moment I cant run it.
I had the same problem. The game was installed on drive D (SSD). I uninstalled and reinstalled on drive C and the game run normally.

I hope this helps someone.
I have the same problem. I can't even get past the first opening logo before it crashes and gives me the memory allocation error. I'd rather not install it to a different drive, as my system SSD is very small. Are there any reliable fixes to get it running? My specs are:

AMD Ryzen 1600
Radeon RX Vega 56
16 GB RAM
If there are problems when using Galaxy and not having the game on drive C, it sure sounds a lot like a Galaxy bug. Bug the GOG Galaxy team with a bug report. That client is very buggy but unless they learn about the bugs, they cannot fix them.
Found a possible cause of this issue:
https://www.gog.com/forum/sniper_ghost_warrior_series/sgw3_memory_allocation_error_found_a_weird_cause