since gog doesnt provide gpg signatures or even md5 hashes with their games - is there any way to verify, that your game downloaded without issues? Maybe third party project with correct hashes or anything?

ty

Depends on the installer, some of the old ones had verify integrity in options, but most don't now. Generally speaking, been using plain Firefox downloads from the web site and not had any issues at all. Saying that I did have an interruption the other day with one file, but Firefox told me download failed so I did it again. If you really unsure just install it.
I really would expect md5 or anything like that soon or outside being a galaxy on feature.

With the old style downloader:

https://www.gog.com/downloader

It was scan already present files if you redown a game's links.

That's how I do it.