I've just discovered that this happens on Windows 10 as well, so it is not something peculiar to Proton.
This helped:
https://steamcommunity.com/app/4580/discussions/0/385429254933457071/
I have deleted *.sav file and disabled Steam cloud sync for this game, then it was able to load a saved game from *.cmp file.
Problem solved, sorry for alarmism.
proton 3.7x1 2019-08
Compatibility Report
System Information
I confirm:
Symptoms
Symptoms are as follows: on the 1st run game works fine, campaign begins with no issues. The first campaign game runs great, saving game works, but when trying to load current campaign from a saved file fails on pressing either "Continue" or "Load game" buttons with a wine-drawn bugreport window.
Reproduction
First time I had encoutered this problem was quite long ago, mid December 2018 I think, when I had Proton 3.7. Now I've tried 4.11 with the same sad result. To reproduce this issue the first game of campaign should be played first. Simply skipping the turn and saving game then won't result in this issue, but that has no sense if playing the campaign.
steam-4580.log
