http://bugs.winehq.org/show_bug.cgi?id=11819
--- Comment #9 from Alexander Dorofeyev alexd4@inbox.lv 2008-03-15 12:14:26 --- I tried running the demo with a hack that prevents wine from reporting P8 texture support, thus forcing the game to use different format. The same problem still exists. So I think it's not P8 related.
Also, I see lots of errors like this
fixme:d3d_surface:IWineD3DSurfaceImpl_UnlockRect Depth Stencil buffer locking is not implemented
And this problem does look like it may be stencil or depth related. I don't know why it's not in your console log though.