I think you used one of the native d3dx9_xx.dlls when it was running. The exact version you need depends on the version of Gothic 3 (e.g. Version 1.74 uses d3dx9_40.dll, see appdb). You may discover the exact version by running with WINEDEBUG=+loaddll. Native d3dx_36.dll should work for all Gothic 3 versions, because the function are forwarded to this one.
