I personally had ai related crashing/hang on load issues...
There seems to be a few people out there having various issues with this game.

This solution may solve many of the problems faced by AOE 2 HD gamers.

to fix the issue I experienced, I set both launcher.exe and AoK HD.exe
(located in directory: Steam/steamapps/common/Age2HD/)
to run with administrator privilege
(right click each of above .exe, select properties and then navigate to compatibility tab)

problem solved (for me and hopefully for you)