I sometimes find that my GP4.exe is not restored properly by CSM, I think it's a bug, so definitely try mortal's suggestion first as it is an easy and known fix.
You should always leave auto-restore on.
There is also a "force restore" option in the CSM menu in case it doesn't work automatically - look in the menu for the "Recovery" option.
=====================================================
Intel NUC 8i3, 8GB RAM, MS Sidewinder Wheel