I tested GTA3 again, but this time with the latest cvs. GTA3 runs much faster now and produces only one error:
fixme:d3d:IDirect3DDevice8Impl_SetCurrentTexturePalette (0x402fc60) : stub
Again, no in-game textures are being shown, only polygons and colors. The only texture that is being shown is the title of the game in the game menu.