I think I know what's causing the bugs, but let me take my time getting there.

I bought the boxed collection with games 1-5 about a year ago. The first four games came without DRM, and they all came in the latest patch. I've been playing through them in order, modding in lighting fixes, resolution/aspect ratio fixes, and controller support as I went (mostly not my own work, just other people's mods, but I added a few things). I finally got to Double Agent and I got almost everything fixed, but there were a few controller problems I couldn't fix in the config files, so I added it to my Steam library so I could take advantage of Steam's input configuration/emulation/wrapper/whatever you want to call it.

That's when it started crashing. I tried disabling the overlay and controller support, but I still couldn't get it to load a mission. So I think there's some sort of problem running it with Steam. It runs just fine when I've got Steam closed. Admittedly I haven't gotten to the Kinshasa mission yet, so maybe it's not all Steam's fault, but I know it's causing at least some of the problems. And since you can't run the Steam version without running Steam, you're out of luck.

If you can get the box set they released in Europe a few years ago, I recommend it. It comes with Pandora Tomorrow (not available on Steam), there's no DRM (except for Conviction), and there are mods to fix/modernize the graphics and controls. Just remember the patches! Double Agent is actually a very good game (so far I like it better than Chaos Theory, and I liked Chaos Theory a lot), but I can't recommend the Steam version if it's not playable.

As a side note, since it's an Unreal game, you can almost fix everything in the config files. But some of the controller inputs were broken in a way I can't fix when they added mouse control for the PC version. If you want to play with a controller (which I recommend for its fine movement control), I recommend you either get used to using a mouse for the menus, or get a program like ReWASD. You'll need it to map the reload function to the action key (short/long press) and to map the mouse to a stick for the menus. You could use Joy-to-Key or XPadder, but I don't believe they do response curves and you'll definitely want a wide response curve if you're emulating the mouse with the right stick.