Plays great on MacOS 11.6.1 and Crossover 21.1 (Intel).
Install Steam into a new Windows 7 64-bit bottle.
Install DirectX for modern games, Visual C++ 2012 (regular) and Visual C++ 2017 (both regular and 64 bit) into the bottle.
Right click the bottle name and enable DXVK and ESync.
Install Yakuza 0.
Play.
I had no trouble playing, including saving games at the phone booth and loading saved games. Saving games takes about 10-15 seconds, so don't quit immediately after saving, give it some time until you see the "Game Saved" text.