https://bugs.winehq.org/show_bug.cgi?id=40233
--- Comment #7 from tristanlshockley@gmail.com --- Sorry it took me so long to reply.
Could you post the terminal output that you get when Devil Daggers auto closes?
You can find the output on the forum post (https://forum.winehq.org/viewtopic.php?f=8&t=26228)
Also, can you try using an override in Winecfg for openal to "native, built-in" and playing the game in Windows XP mode?
I will give this a try as soon as I am back on Linux, sometime within the next three days