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As far as I know Gobliiins 5 uses a recent version of AGS (https://www.adventuregamestudio.co.uk/) which requires at least Windows Vista, so it's probably impossible to run it with Wine simulating XP. Since Vista is older than your computer, maybe you can set up Wine to Vista-level compatibility and try again.

As for ScummVM, it works fine on my computer with an even older GTS 450, but I'm on Windows and I haven't tried this game. ScummVM devs don't provide builds for Jessie, though. Maybe it's still possible to compile your own, You can get some help on ScummVM's forum, Discord server or IRC channel.

If running a Linux build of ScummVM on your machine is really not possible, you could try running the Win95 build of ScummVM in Wine and hope AGS is supported on this build.

Alternatively, it might be possible to use the Linux port of the AGS engine although its requirement may be too high for Jessie (https://github.com/adventuregamestudio/ags/blob/master/debian/README.md).

Anyway, I don't know if any of this will work but, if your current setup fails, it's worth considering.

Could you explain better what do you mean with "ScummVM does not work for me"? You should be able to compile your own build following the wiki instructions https://wiki.scummvm.org/index.php?title=Compiling_ScummVM/GCC

Some other suggestions...

You said that you use Wine 1.6.2. That's an extremely old version of Wine (2014), even for your system. According to the builds available here, it should be possible to update to Wine 4.0.1 (released in 2019) on Jessie, which would fix a ton of bugs (e.g. this one which you encountered on another game).

You could also consider updating your OS: your version has reached it's end of life 3 years ago, and it seems newer versions of MX Linux still have very low hardware requirements.

NB: I don't recommend using the specific Wine builds that I linked. I have no idea if they are right for you or how applications are installed on your Linux distribution. However, they show that it's most likely possible to update your Wine install.