Okay, so I tried uninstalling (I confirmed all the files were deleted) then reinstalling.
Tried starting Pillars of Eternity and I have the same issue - just a black screen. I went to check the files that I had and it was:
Cookbook
Docs
Documentary
Links
PillarsOfEternity (14.42 GB)
EmptySteamDepot
The EmptySteamDepot folder was -empty-
Even after I renamed it to PillarsofEternity_Data I got the same issue where the screen just goes black. No error message or anything else.
Is there anything else I can or should do, or another place I should bug report this?