Minor nuisance: If you want to import your save game from the prior "episode" of the game, you have to manually move it into the new folder location since Proton creates a completely new bottle for each game. In other words, if you try to import the end-game save from episode 3, the game looks for the prior save game from the episode 3 folder, which doesn't exist in the same bottle if you are using Proton. If you're just starting a new game with episode 4, all save games worked fine for me.