So i have the same problem, and I am AMD user too (ATI Radeon HD 7850 in my case). I want to add some info about this problem for devs.
In DirectX mode there is, as said, missing textures/models, also in first location. The outdoor textures are missing fast completely, also locked doors are transparent. In Saiko apartment i saw a dresser's door-handle or so, right from doorway,. hanging in the air, without dresser itself

.
-In second location, as people already said, massive missing of textures in lobby, also at 16. floor missing objects/textures in server room (there are only shadows to see, except models of servers, i mean this black boxes with screens, they are good visible). In other rooms there are missing tables.
-In dungeon fast sex scene there is missing table with something (i don't know what

) standing right in front of the screen. Another table with toys is ok, no problems.
In OpenGL mode all textures/models are at their place, but the game crashes on trying to enter the location where NPC should be. I mean we can load non-fast sex dungeon and from there we can goon the ground floor, but on the entering to second floor with Saiko game crashes.
-In second location we can load the lobby-floor, and from there we can go to all floors (i've tried 3, 7, 17 and 18 for example) but not 16. floor where Monica is.
-Dungeon fast sex scene we can't load at all.
I hope this info will help you devs to fix this problem, be it fixing missing textures in DirectX or crashing loading in OpenGL or both.