If you’ve played newer versions, go to Documents/Paradox Interactive/Hearts of Iron IV and delete the shadercache folder to prevent crashes.
The Field Marshal Edition features are tied to your account's DLC list. Ensure the launcher shows version 1.9.1.
Steam will automatically download a small update to revert your game files to that 2020 version. Step 3: Enabling Online Play
Are you trying to run a specific that only works on version 1.9.1?