PSA, FitGirl and Dodi setups do fail during installations on Proton and Lutris Wine, but if you were to run them using vanilla Wine they (generally) work perfectly. Just open a terminal in the downloaded folder and enter wine ./setup.exe. Just make sure you set the correct installation folder (e.g. Z:/home/username/games)
Update: the latest FitGirl setup for Cyberpunk 2077 didn't work on either