The gsrlddll dynamic library is a part of the game's internal workings, and it's required for Max Payne 3 to run smoothly. The error message indicates that the game is unable to load this library, which can be caused by a variety of factors.
The cutscene showed a woman—not a character model, a real woman filmed on grainy DV tape. Fabiana Passos. She was a QA tester for the original game. In the video, she’s crying, pointing at her monitor. The error is on screen: gsrld.dll failed to load. Error 66.