It might be a surprise to you, but the cutscenes are in .WMV format, meaning that when trying to play the game on Linux, it might crash, or it might be giving you a black screen.

There is a fix for that.

First, make sure you're on Proton-GE 8-13, it's the version that worked for me, didn't experiment any crashes, and the cutscenes played, but with no sound. If you're on another Proton version and the intro cutscene loads fine but with audio issues/no audio, you can still stick with that, should be the same

Now, what you need to do, is to modify the codecs of the .wmv cutscenes so that they can be easily read by the game. It's a bit hard to understand but not that difficult.

First, copy and paste the cutscenes in a folder.
Then, open the terminal in this folder.
And then, you're gonna want to run the following command:

for FMV in *.wmv; do ffmpeg -i $FMV -c:a libmp3lame -b:a 256k ${FMV:0:-4}.mp4; rm $FMV; mv -- ${FMV:0:-4}.mp4 $FMV; done

This will recreate the files in the folder with the proper format, and delete the previous ones (which is why you gotta make a backup of the original cutscenes just in case), Once this has been done, replace the files in the folder the cutscenes are (main folder > data > video), and it should be working out of the box

You might be able to use this for other games that have WMV games too, I might try this with Call of Juarez Gunslinger now.

(There is only 3 cutscenes in the whole game, and 2 are for the ending. 🥶)