Note that the downloads from most services are interchangeable (you can add an expansion from GOG or Amazon to a GamersGate or CD base installation), but Steam downloads are NOT compatible with anyone else's, including the original V2 CD. A lot of Paradox's downloads in recent years went through Steam and required a Steam account.
Since Windows 10 does not support on-disc DRM, the original CD will no longer work, so I had to re-purchase the base game to go with the expansions which I had previously purchased and downloaded from two different sources. It all installed, after running a registry cleaner to remove the annoying bits and pieces of the old CD installation that were preventing it from re-installing. Since then, it has run flawlessly (not a single crash in over a year), despite the base game and expansions coming from 3 different services.
If you wait for a GOG sale on strategy games, the whole package is pretty cheap, about what I previously paid for a single expansion.