Rockstar Launcher did give issues when trying to log in, I was presented with the error: "Sorry, we are unable to handle your request at this time"

To fix it, I had to do the following:

(NB: Make sure you are starting on a clean state, if you tried running the game before, use ProtonTricks to enter the RDR2 default wineprefix, and clear all the data so you start on a clean state, Proton tricks can be found at: https://github.com/Matoking/protontricks)

Download the Litrus Rockstar installer from their host: https://dl-eu.opendataapi.net/lutris/games/GTA/rockstar-games-launcher-1-0-36-344.exe

Then go to your local install/download of RDR2 and enter its redistributables folder, usually located in "SteamLibrary/steamapps/common/Red Dead Redemption 2/Redistributables/"

In that folder, delete the "Rockstar-Games-Launcher" and the "Rockstar Social Club" installers. Then copy the Litrus installer into that folder and rename it to the original "Rockstar-Games-Launcher"

Once copied, Launch RDR2 from steam using Proton 8.0-5, You should then get a prompt to install the launcher, follow the normal procedings and when at the login screen use your rockstar credentials and the error should be gone.