Penumbra Overture crashes when I leave the boat

[Ashtoreth]

You should be able to play Overture since you can play Black Plague.
I suggest you validate the game files. To do this, right-click "Penumbra: Overture" on your Steam Library and select "Properties". Then go to the "Local Files" tab and choose "Verify integrity of game cache". Perhaps some files are corrupt and need to be reacquired.