I hope this will be useful for someone, so that they don't have to search for a solution for 2 days, like me.
In short, install Skyrim SE in a Windows 10 64-bit bottle, install "DirectX For Modern Games" in the same bottle, no need to download it separately, in Crossover itself, click "Install", search for "DirectX For Modern Games" in the search engine and install it in a bottle with Skyrim. Everything is fine with you, and even better with me.
For Nemesis to work, you need to create an empty folder "Nemesis_Engine" in the game data directory and THAT'S IT!
Oh yeah, and the LOOT program needs an old version to work correctly in Mod Organizer 2, I use version 0.19.1
Mod Organizer 2 via Bodyslide Crossover and any mods work fine.
Sorry for my English, I'm writing through a translator.