I found a fix! So I googled for the problem and found the fix to any user that is experiencing this and is using AVAST:

Go to Avast - Settings - Troubleshooting - And untick "Enable hardware-assisted Virtualization". Restart your PC. You should have no more crashes.

For users that have another antivirus - try whitelisting the game directory and exe file. If that doesn't work, disable your antivirus altogether. It seems to be antivirus oriented.

Note: This is for people that get this crash message: http://i.imgur.com/yOrwlkc.jpg

Here is the thread that helped me: Try the solutions there, the one that helped me was the one from the user Creat: https://forum.paradoxplaza.com/forum/index.php?threads/startup-crash-fatal-error-in-gc-getthreadcontext-failed.842483/#post-19015134

Hope this helps anyone with the problem.