The game will not launch if you change it from borderless fullscreen to fullscreen in the the game. You can get around it possibly with the launch command "WINE_DO_NOT_CREATE_DXGI_DEVICE_MANAGER" (remove the quotes) and possibly play the game in fullscreen without that 1pixel wide white boarder. It worked for me but not for everyone.

If you set the game to fullscreen and tried to launch it and it no longer works locate the the directory where you have the game installed and navigate to " Steam/steamapps/compatdata/553850/pfx/drive_c/users/steamuser/AppData/Roaming/Arrowhead/Helldivers2/" . Open the "user_settings.config" file with a text editor and change the "fullscreen=true" to "fullscreen=false" save and close. You should now be able to launch the game with that one pixel boarder again.