First post, by WesUnwin
I know this is very late, but I am also a big fan of this highly underrated game, played this when I was a kid.
As a response to:
Cold Shadow Error
Best Virtual Machine to Emulate Windows 95 for Windows gaming
I have figured out how to get this running on Windows XP, by replacing 2 DLLs (WDIR62F.DLL, and PMPRO62F.DLL) in the installation folder,
with modified version of them that I have created.
See my github repo for the patch:
https://github.com/WesUnwin/coldshdw_patch
This will allow the game to start on windows XP (as it did for me) circumventing the problem of accessing the "QT_Thunk" function which
was causing the error message about "Unable to link to Kernel32.DLL"
Hope this helps / let me know if you need help using this!