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TL;DR: Shadow Gambit is a downgrade when compared to Mimimi’s previous games, Desperados III and Shadow Tactics.
~~Had to change my review because I found myself replaying Desperados III right after finishing Shadow Gambit, but I can't see myself replaying Gambit anytime soon.~~
Mimimi continues their streak of Overwhelmingly Positive RTT games with Shadow Gambit which is as fun as their previous titles in the genre, and this time around, they tried to do something new by transforming Gambit into a quasi-RPG with companion quests and a hub for just about all your needs. But alas, these RPG facets are Gambit's weakest point and serve no purpose beyond padding the total length of the game. The RTT side of things is still solid and deserves its praises sung – though like everything else on this planet, it's not without its flaws.
Let's dive in.
PROS:
We'll start with what's good about Gambit when compared to Tactics and Desperados:

The implementation of a number of QoL changes like displaying the noise radius of pretty much everything you can do and showing for how long an alarm state is going to last.
Gambit is transparently more laid-back than Mimimi's previous efforts (but this may come across as a fault; see below), which means that even newcomers to the genre may launch the game and have a grand time.
The new powers your crew mates have are all quite creative, even if the grandfathered abilities from Desperados were nerfed into the ground (compare McCoy's comparatively quiet sniping to Teresa's crossbow which, I might add, is, for some reason, louder than a literal shot from Gaёlle's canon). The crew mates have also been split into archetypes like 'assassins,' 'infiltrators,' and 'body hiders' and the game will warn you if you try to start a mission with, to quote the 2016 version of Overwatch, “Too Many Offense Heroes.”
The changes to daytime enemies' sight lines. Now you cannot just crouch inside a viewcone during the day and somehow be invisible even to the most eagle-eyed sentry. Yes, it makes the game harder. No, I wouldn't trade this for anything else. Let your foes see you during the day, dang it.
Different enemy types with different sightlines for the first time ever! Now we've got the Iudex enemy type, an enemy sharpshooter with a viewcone that's three times larger than normal. However, paradoxically, they've got a secondary/striped sightline even during the day which undercuts their threat by a wide margin.
The music is, by far, the best part of the game. Filippo Beck Peccoz really knows how to compose – tracks like “Death Knell” and “Quentin's Hunt” gave me goosebumps.

CONS:
But as already mentioned in the TL;DR, when compared to Desperados, Gambit features some debatable design decisions.

The plot is... If you thought that Tactics and Desperados had simple stories (they do), then Gambit literally gives away all of its plot twists in advance. I'm not even kidding. The last mission of Act 2 begins with your team splitting into groups in case “the other group'll have to be extracted.” Guess what happens? Yup, that first team gets captured and your second group is tasked with rescuing them. And then once more in the finale where Red Marley explicitly warns you to save often because the main villain is about to use the save-reload mechanic against you. It's on-the-nose storytelling... But RTT games more often than not are bought for the gameplay only, so feel free to ignore this particular flaw.
...But to expand further on the matter of the game's writing, don't bother with the advertised Crew Tales: they all tell silly stories. A hooked fish that's a ninja, a parasite that forces its host to say a particular phrase, a detective story about a skeleton who speaks in alliterations... you get the gist. These could've easily been removed from the game and nothing'd be lost.
Your crew mates are all microcosms; they've no agency over the plot. They're there to be revived so they can have an inconsequential chat with you and give you their inconsequential personal quest. Which, by the way, takes place on maps you've already visited. And that's it. There's minor change to the guards' placement or patrols. If these quests imposed additional limitations like the Baron's missions from Desperados III, then it'd be alright. But, nope.
The arbitrary restriction on how many crew mates you can take on your missions. Which is three. Sure, you can take fewer than that, but that hard “limit of three” for 90% of the game became taxing far sooner than I anticipated. Desperados, at least, varied how many people came with you for each mission, thus keeping the gameplay crisp. The finale lets you play with all eight, but too little, too late.
Your crew mates, despite their wildly different secondary abilities, all feel the same because they've been heavily standardized. The 'assassin' archetype's kill duration is 2.5 seconds, all others' kill duration is 5 seconds, everyone has the same movement speed, and one gun with a single shot. This standardization may be fine to some, but for me, it robbed these characters of their individuality. I very much relished finding ways to clean Desperados III maps with McCoy and his dreaded 4.1 seconds killing speed. I knew I could use Cooper and his two-second knife melee, but that'd be too easy...
...And speaking of easy, this game's difficulty is lacking. Yes, it's newbie-friendly, but that comes at the cost of not giving the RTT veterans any fun challenges beyond “Use Only One Character”. Even on the hardest difficulty, the guard placement is too merciful, and raising the alarm in Gambit doesn't have any repercussions: not all zones have guard houses with reinforcements, and even the zones that do feature a bell-totting gentleman who summons said reinforcements, takes like ten (!) seconds to ring it. And even then these reinforcements despawn as soon as the alarm is called off instead of sticking around. Oh, and civilians no longer mind your murder-y antics, and your characters all have three lives. You can get anyone killed, but as long as you revive them within a generous time limit, they'll spring back good as new with full health. After the controller-throwing difficulty of Desperados' maps this “benignity” feels like a misstep.
The voice acting is a mixed bag. Your companions' 'barks' (when you select/move them) never change – unlike in Desperados – and the sound mixing on the main antagonist nearly blew my headphones off during the final mission.
The badges a.k.a. your main incentive to replay a map are hidden until you finish the game and I frankly have NO idea why they did this. Hiding the badges until you beat a level for the first time was irritating enough, but to hide them until you beat the entire main quest? That ought to infuriate some people...
There're also other nitpicks like the game's dialogues being presented in the style of a visual novel (two static artworks on-screen 'conversing'), but this highlights the lack of artwork. Visual novels normally include an expression sheet and different poses so the characters seem more alive. Here, you only get that one static artwork and the 3D models doing their looping idle animations. You'll very quickly zone out by looking at just that.

To sum up, some of the creative risks Mimimi took with Shadow Gambit have paid off like an enemy type with a different type of viewcone and the hub area, but I personally hope they go back to the linear, finespun narrative of their previous games. This quasi-RPG sandbox doesn't really fit RTTs, in my opinion. Still, it’s a fun game that’s worth $40!