Noticing some reports on GOG about Direct3D11.dll and d3d11.dll being missing from the x64 folder of the game, meaning the 64 bit client is using D3D9 instead.
I have the Steam version as well; however, my x64 directory has both Direct3D.dll and Direct3D11.dll. I do not have d3d11.dll anywhere in the installation directory. I am up to date with 1.1.0.1 Hotfix 1
Yes, you can use Process Explorer freeware program and check which DLLs are being used by which process/program!
My GOG x64 Grim Dawn.exe uses d3d9.dll from windows/system32 folder and Direct3D.dll from Grim Dawn folder; so this is essentially a bug.
However, the game runs smoothly with no crashes or stuttering or any problems; but it is just wierd! 64bit .exe using DirectX9!
This had been happening to me as well (GoG version), but the 1.1.1.0 patch seems to have corrected it. I now have a D3D11.dll file in my X64 directory, and running the 64 bit version shows Direct3D11.dll running in process explorer.