

Linux native version won't launch at all - switched to Proton and it worked just fine.

In the Linux native version if you use the keyboard, the gamepad won't work anymore. The same issue does not happen under Proton. Also the native version does not offer rumble.
In the Linux native version, after exiting the first building, there will be a black screen for about 3-5 minutes. The transition under Proton is instant.
Achievements won't unlock for the GoG version if running the Linux native version
The Linux native version seems to be way inferior to the Windows version. It has some performance issues, the gamepad won't properly work and if running under EGS with comet, the achivements won't unlock. Running the game with GE-Proton9 (via umu) was a way better experience.
The native version works without problems.

4W
Bit small but readable
Screen can freeze black when you travel between scenes. Needs a restart to fix itself. Game makes checkpoints so no progress is lost.
4W 60 Hz
All text is pretty small, and it could definitely be bigger
Text is a bit small and the menu & select buttons are swapped, but otherwise perfect experience

In my experience Proton Experimental was better than native.
With the native version I had issues with my controller being picked up and just not working again even after relaunching the game and an issue where the game wouldn't load or would just take a long time to load the next scene, however switching to Proton Experimental fixed those issues and the game ran perfectly, so if you run into any issues just switch.