What have I done:
Then just install the game using setup.exe from playonlinux.
The installation goes fine, then drops out that its 'Unable to install DirectX'. If I press continue anyway - installation finishes but the game launches with blackscreen. In stdout I can see same error as here: 'err:d3dcompiler:compile_shader HLSL shader parsing failed.'
I've tried to overwrite lib settings and to re-install d3dx9_43/42/etc.
Winetricks - 20161107, wine 1.9.23.

UPD1: Installed alien's OpenAL, now the installation don't crash, but there's still black screen instead of game. Same error in stdout if I run game.
UPD2: Sound is working, game reacts to clicks. But the graphics is not.

Are you using an NVidia card? I've also had recent blackscreen issues with WINE, and I suspect that they're related to the NVidia drivers.

AMD Radeon R7 M370. Using open source driver.

Oh btw....

I have an open source project to manage WINE prefixes. Check it out.

https://github.com/duganchen/wine_env

No WINEARCH=win32 support yet, but I haven't actually ever needed that.

I don't know if this helps you, but I just fixed the game I was having trouble with (Monkey Island 2: Special Edition from GOG) with:

Ive installed directx9 even before the installation of game. And Ive tried to reinstall it too(with new prefix and stuff).