This is what they say to do to fix the issue, they being Rockstar: https://support.rockstargames.com/articles/360040482073/Red-Dead-Redemption-2-on-PC-crashing-with-ERR-GFX-STATE-error
I would try this:
Go to C:\Users\username\Documents\Rockstar Games\Red Dead Redemption 2\Settings from there, delete whatever sga files you see in the folder. Do not touch anything else in the folder. Run the launcher as an admin from your desktop. An error will pop up. After it does, just click OK. From there, bring up your task manager and end the task (Rockstar launcher). Now just launch as normal, sign in, and give it a few to start running.
See if that helps. For some people, it does fix the problem.