Originally I had Steam downloaded into a bottle. I had downloaded other games with Steam and it had worked fine, but Vanishing would not open. Then I saw the CrossTie was available so I downloaded that into the Steam bottle. It installed but still did not work. What finally worked was to start over and do things in the correct order: Install the Crosstie, which installs a bunch of stuff as well as Steam, THEN login to Steam and install the game.
Not only has this made this game work, but using the bottle created by the CrossTie for this application I have also been able to get working two other unsupported games that I had not previously been able to get to work: Life is Strange and Brothers: A Tale of Two Sons. I think that this has something to do with the fact that all three use the Unreal engine, or possibly just because all three use the .NET 4.0 Framework (which can apparently cause problems with some Steam games). Anyway, I hope this works for some other people as well.