GOG version on two different machines. Win 7. Windows firewall is disabled in services, I am using Comodo 10.0.1.6xxx. Originally all the requests to access network by CoherentUI_Host.exe, WFTOGame.exe and WFTO.exe were blocked, that was causing crash. After setting up the rule to block network access except the 127.0.0.1 in/out everything started to work.

Clean install did not help. But the reason for crashes was the firewall. Game requires access to 127.0.0.1. After adding the exception everything is working.