http://bugs.winehq.org/show_bug.cgi?id=21708
--- Comment #12 from Stefan Dösinger stefan@codeweavers.com 2012-11-18 10:15:11 CST --- Created attachment 42536 --> http://bugs.winehq.org/attachment.cgi?id=42536 wined3d: Always use a renderbuffer for the depth stencil attachment(HACK)
The GL errors you get make sense. They confirm that the driver indeed doesn't support depth textures, and not just forgot to advertise the extension.
Can you try this patch on top of the previous one? It forces the use of a render buffer rather than a texture for the depth stencil surface. I haven't tested it, so it might be totally broken.