http://bugs.winehq.org/show_bug.cgi?id=27365
--- Comment #3 from Christopher May maquis196@yahoo.co.uk 2011-12-22 18:36:22 CST --- I installed this game in my Football Manager 2012 prefix (so I had something to do whilst 20G was downloaded :S) and that prefix had the entire d3dx9_ set of dll's.
I'm currently restoring shogun2 to another prefix but that's going to take ages and I'm going to bed and will test which dll's are required tomorrow.
Bottom line; I just had a 2hr session on it before it crashed (and I raised a bug for that problem as well)