I managed to get the DAEMON.exe using these steps on arch linux:

1. Exit steam
2. Install protonhax using either yay -S or cloning from the git repository
3. Open steam and set Who's Lila's launch options to "protonhax init %COMMAND%"
4. Launch Who's Lila
5. Go back to terminal and type in: protonhax run 1697700 ""
6. Profit.

Note: Who's Lila must be open first before using the protonhax command, otherwise the program won't be able to identify the game