Use Native instead of Proton, it works almost perfectly. If Steam gives you the "cossacks.exe not found" error (or something similar), just simply rename the file "cossacks" to "cossacks.exe" in the Cossacks folder, inside the Steam Library. If it fails to launch again, run this command in the terminal to install the required 32 bit libraries:

sudo apt-get install libxtst6:i386 libgtk2.0-0:i386