However, I am not a lawyer specializing in copyright and patent law, plus I don't know for sure that the developer/publisher went into bankruptcy, or if they did whether or not the IP for that particular version of the game was sold off to someone else or not. You took a hypothetical situation, based on a lot of assumptions, as fact. So it's entirely possible I'm way off base on all of those assumptions. It's entirely possible that it's still illegal, even if the company no longer exists and all the assets went down with the ship so to speak, but there'd just be no one to come after you for a copyright violation complaint. So be sure to take what I said with the appropriately sized grain of salt, because I was basing it on a large number of assumptions that may not hold true.
Also, since you're not in the US, that would make it an international law issue, complicating things even more. I know even less about international copyright laws than I do US copyright laws, where I generally only know a bit more than the basics. It's not inconceivable that something is in the public domain in Country X, but still under some kind of copyright-like protection in Country Y, so downloading it might not be illegal in Country X, but if you're in Country Y, even downloading it from Country X, would still likely be a crime. If there are extradition treaties you could potentially be arrested and sent to Country X to stand trial, assuming Country X bothers with trials and doesn't just toss you into some dark hole where you're forgotten. It can quickly become a complicated mess, so if you don't find the game on the major legal download sites, assume it doesn't exist anywhere legally as a download.