Life is strange crashed during startup on my GPD Win when using HDMI output (I think I read about people having the same problem with other games).

After messing with the display settings I found a working configuration that I think might fix the same issue with other games.

Open the Intel display settings window and

• Set the mode to Extended desktop and select your external monitor as the primary display
  My GPD Win screen went to portrait mode (rotation 0) but you can restore it by setting rotation to 270.
  

• Set the display resolution to 1280×720 (it was 1920×1080 by default)
  
• Done, you can play Life is strange 😉