Try deleting all of the files in the '..\Divine Divinity\Run\Dynamic' folder in the GOG version before loading the save from the CD version.
This folder is used as a cache for the game. Files are created / copied there from the save game folder when you load, and written / copied from that folder when you save a game. The files will be re-created as required the next time you start Divinity. If there was a corrupt file in that folder, deleting the files should fix the problem.
The save game version number was not changed between the latest CD/DVD version and the digital distribution, so I don't think there should be any incompatibilities as far as loading or saving are concerned...
