This occurs for anything using Vulkan currently (either direct or with D3D11).
If the .exe is using Vulkan itself (as is the case with demos from the Vulkan SDK), then the calls do not go through any translational layer, so DXVK isn't used in this case.
Have you tried running native Vulkan demos for MacOS? Do these run properly?
@Mushoz Yes, cube.app and cubepp.app from the official Mac dist of Vulkan SDK do run.
Then unfortunately I do not know what is going wrong. Hopefully someone else with more knowledge than me will chime in :)
It looks like this is an issue with something on the Valve side. I was able to build a wine version from winhq using the MoltenVK compiled by the proton build script, and then run the cube.exe from the Vulkan SDK - Doom still crashes however (threading issue?). Will keep digging.
Replacing the Wine version in Proton with the git source from winehq allows cube.exe to run fine.

Running vkQuake windows build is also working fine through the MoltenVK layer, using winehq source and not Valve modified source.
macOS support has been removed: https://github.com/ValveSoftware/Proton/commit/a84120449d8177fa40f3de729e55d238d3c24877
This issue should be closed due to the removal of macOS support
Hardware: Macbook Air 13" late 2015
Software: macOS 10.13.6
Tried running cube.exe demo from the Vulkan SDK and it failed:
Also tried running Banished in DX11, but it resorts to using DX9 render.