Graphics Issues
It is a common problem for machines with multiple GPUs that some graphics drives register Shores of Hazeron as non-graphics intensive program, causing it to use the wrong GPU.
This is mostly seen with laptops that have an integrated Intel GPU. The normal integrated Intel GPU cannot run Shores of Hazeron.
Testing
A good way to test for issues is to use Primeval World, since it is local and therefore unaffected by internet connectivity. If the issue is also present in Primeval World, it is likely your machine that has the issue.
An easy way check if Shores of Hazeron is using the wrong GPU is with Windows Task Manager. Start it and check which GPU is receiving the load when starting Shores of Hazeron.
Solution
This depends a lot on the brand of GPU and version of the installed driver software.
NVIDIA graphics cards
See the link in the #reference section.
ATI/AMD Radeon Cards
See the link in the #reference section.