Here is an excerpt of the steps to make space engeneers work with steam's proton from "Linux74656 /SpaceEngineersLinuxPatches" Git hub they have an automated script that does all of the below for you. I am going to poke around and see if I can get those changes added to the CO installer database.
winetricks --force -q dotnet48 vcrun2015 faudio d3dcompiler_47
Open your Space Engineers bin64 directory: usually at $HOME/.local/share/Steam/steamapps/common/SpaceEngineers/Bin64
In this folder find the file SpaceEngineers.exe.config and open it in a text editor(Gedit, Kwrite, ETC...).
edit in the <gcServer.... line
from
<?xml version="1.0" encoding="utf-8" standalone="no"?><configuration>
<runtime>
To
<?xml version="1.0" encoding="utf-8" standalone="no"?><configuration>
<runtime><gcServer enabled="true"/>