1) Make sure that you have a Microsoft account with two-factor authentication turned off in the form of mail:password, and also log in to (Xbox dot com) and create a new nickname for yourself if you have not already done so.
2) You can downgrade your Steam copy (idk how) or you can use GTA IV.zip from Download section. The archive with the program for bypassing the license check will also contain GFWL client of the latest version, which must be installed. Please remember that all other versions of GFWL must be uninstalled at the time of launch!
Also, some antiviruses swear at the tool because it changes the PCID line in the registry, believe me, there is nothing terrible about it, this always happens when manipulating the registry

1.Before launching the game through LaunchGTAIV.exe, launch GWFL Online Fixer.exe from the archive. (You can always read the FAQ what to do)2.Press Get CD-Key. It will automatically copy one of the CD-Key for you.
3.Press Fix Key Error and after that launch the game. Now you can log in without any problems.
4.If you don't want to play multiplayer - it's enough for you to stop on this step, if you want online - go to step 5.
5. Close the game and press New PCID - it will automatically change your personal ID, which make think Microsoft servers that you are completely different PC and therefore you will be ready to play with other players without being kicked for having the same PCID.
That's all! If you will encounter the error saying that there were so many cd-key activation - just ALT+F4 and press Fix Key error on my tool, log in into the game, close it and press New PCID. Do this every time you are ready to play, it happens rarely, so you won't be bothered with 1 minute action.

Download the downgrade version of the game here[drive.google.com]

Download archive with the tool and GFWL here[drive.google.com] password: gfwl

I spent about 3 days investigating and testing this tool, it's going to work with any other GFWL game servers, so you can use it further. Thanks to TGLTClutch from ModBB for mentioning the registry data long time ago, thanks to him I was able to understand what exactly I need to know to make it working!