https://bugs.winehq.org/show_bug.cgi?id=42732
--- Comment #1 from Matteo Bruni matteo.mystral@gmail.com --- (In reply to nospam from comment #0)
err:d3d:wined3d_debug_callback 0x10311a28: "GL_OUT_OF_MEMORY in glCompressedTexSubImage2D". (...repeated for many lines...)
It probably means that the game process is exhausting its addressing space. I guess there isn't a 64-bit version of the game?
You could try to enable the LARGE_ADDRESS_AWARE flag on the game executable with one of the tools freely available, if it's not already set. Given that you need to use native d3dx9 that might also crash though.