Most modloaders work by tricking the game into loading a dll file by giving the dll file the name of another dll file the game actually needs. (dsound.dll for example)
But wine ignores these custom dll files by default because it has its own custom implementations of the libraries that use dll files with those names and prioritizes those.
You can change settings with winecfg to make wine load the modloader dll files anyway, I don't remember exactly how to do this for a proton prefix, but it shouldn't be difficult

CC: @[email protected]