By the way (now that I'm back on Linux), here's my hpl.log (there's a segfault then):
-------- THE HPL ENGINE LOG ------------
Creating Engine Modules
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Creating graphics module
Creating system module
Creating resource module
Creating input module
Creating sound module
Creating physics module
Creating ai module
Creating gui module
Creating haptic module
Creating scene module
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Initializing Resources Module
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Creating resource managers
Misc Creation
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Initializing Graphics Module
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Init low level graphics
Setting video mode: 800 x 600 - 32 bpp
Init Glee...OK
Setting up OpenGL
Max texture image units: 32
Max texture coord units: 16
Two sided stencil: 0
Vertex Buffer Object: 0
Anisotropic filtering: 0
Multisampling: 1
Vertex Program: 1
Fragment Program: 1
NV Register Combiners: 0
NV Register Combiners Stages: 145409016
ATI Fragment Shader: 0
Creating graphic systems
Creating Renderer2D
ERROR: Couldn't texture 'PointLight2D.bmp'
FATAL ERROR: Couldn't load PointLight2D
It also appears to be failing to retrieve libXcursor.so.1 which is supposed to be in /home/felix/.local/share/Steam/SteamApps/common/Penumbra Overture/lib/
Any ideas?