In case anyone was wondering, the new Heretic + Hexen does seem to work perfectly well with Proton, as is to be expected.
Normally I would scoff at the idea of running a Doom engine game through Proton instead of just using a native engine, but this time we do need to wait for source ports to get caught up on whatever the hell Nightdive/Bethesda did to implement the new content.
Feature request for GZDoom: https://github.com/ZDoom/gzdoom/issues/3295