For anyone like me having problem running the game on Windows 10 (1909). Located the executable (Cave.exe) in gog games folder. Tried to run it and got the error "the application was unable to start correctly (0xc000007b)". Such error occurs due to erroneous library .dll installation version lying to your system folder, need 32bit instead of 64bit and vise versa. Using procmon tool, located such case and d3dx9_43.dll 64bit file was located in my windows/system32 folder (although installed directx proper version, problem persisted). Changed it with the 32bit and fortunately game can load perfectly.
