The game loads correctly, but after a few moves the program freezes.
Every time I have this line as last line in daphne log:

Freeing memory used to store audio stream...

(here I press ESC)
Shutting down sound system...
Shutting down video display...

Any suggestion?

I'm a newb to daphne, so I can only take a blind stab.
My first thought was that maybe your computer or sound card isn't good enough to handle the sound files.
Maybe get a sound card with more memory, or upgrade the memory in your computer.

That's just my wild guess.
Hope it helps.