At first I wasn't following your instructions properly, but after installing protontricks it's working fine, thank you!
Still... I wish we had a native Linux version.
When I try to open windowsdesktop-runtime-6.0.25-win-x64.exe with Proton Tricks Launcher (the open available directly in the right click menu), I get an error. When I try to open with... and then select Proton Tricks, nothing happens. Do you open the DotNet.exe file with Protontricks Launcher ? Did you leave it in the download folder or did you move it in another one (like the folder where the executable for LA DX HD is) ?