Are you on Win 11 and/or have an Intel and a GPU listed under display adaptors in device manager?
Have you tried seeing if it will run using DX11 without getting that error? Just make a shortcut for the BlueMoon\Binaries\Win64\BlueMoon-Win64-Shipping.exe, right click, properties, and add -dx11 after the path in target directory field.
I think I had a similar issue where either none of my Unity games would run/error out or it was Unreal, but that ended up being conflict with Win 11 and having on of these security exploit settings set to on when it was supposed to be off:
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