"TEXP60"

First of all verify the game through Steam (note that this uninstalls mods that change actual game files).

I suspect you're on Intel graphics? If so it might be a thing to (re-)install the latest drivers directly from Intel instead of using whatever Windows provided you with.

It's otherwise not a very clear issue though. If you have modded the game other than with FusionFix, test if this happens also without. Note; many/most GTA4 mods work via added rather than changed files and survive a Steam-verify and even Steam-un/reinstall; to be definitively rid of all you

1. Uninstall GTA4 through Steam
2. Manually delete <SteamLibrary>/steamapps/common/Grand Theft Auto IV
3. Reinstall GTA4 through Steam
4. Reinstall FusionFix if you have that now.

If the Intel graphics drivers thing is N/A or doesn't help, and a vanilla or vanilla+FusionFix install like that also doesn't: if you have not installed FusionFix I'd do that. It's a very good idea anyway and moreover since a few releases integrates DXVK, a translation layer from DirectX to Vulkan, which may bypass your seeming DirectX issue. Installing FF is a simple matter of unpacking

https://github.com/ThirteenAG/GTAIV.EFLC.FusionFix/releases/latest/download/GTAIV.EFLC.FusionFix.zip

to <SteamLibrary>/steamapps/common/Grand Theft Auto IV/GTAIV/

FF adds the "Graphics API" choice to the game's "Graphics" options. Disable "Skip Intro/Menu" in the "Game" options to be able to select the episodes again.