Hello @ChrisNevilleSmith, Proton uses DXVK to translate DirectX 9/10/11 to Vulkan and you have a Terascale 3 generation video card. All Terascale cards do not support Vulkan and that makes your hardware unsupported by Proton in general.
You may get lucky by adding PROTON_USE_WINED3D=1 %command% to the game's launch options, which tells Proton to use wine's DirectX to OpenGL render path. However, this runtime option comes with a significant performance penalty and is not considered supported.
Worked! Adding this comment so that anyone else looking for a solution knows to try this.
(I've previously managed to get Cuphead to work via Lutris and Wine Steam, but the problem with that was the Wine Steam is very intermittent with reliability. This route should be more reliable.)
EDIT: Coming to think of it, this sound like it would be a useful reference for anyone with with kind of video card running any Steam Proton game - is there any way I can make this more useful to anyone searching for a solution to the same problem?
Compatibility Report
System Information
Failed to initialize graphics.
Make sure you have DirectX 11 installed, have up to date
drivers for your graphics card and have not disabled
3D acceleration in display settings.
InitializeEngineGraphics failed
I confirm:
info: Game: Cuphead.exe
info: DXVK: v1.2.1-6-g894515f6
warn: OpenVR: Failed to initialize OpenVR
info: Enabled instance extensions:
info: VK_KHR_get_physical_device_properties2
info: VK_KHR_surface
info: VK_KHR_win32_surface
err: DxvkInstance::createInstance: Failed to create Vulkan instance
info: Game: Cuphead.exe
info: DXVK: v1.2.1-6-g894515f6
warn: OpenVR: Failed to initialize OpenVR
info: Enabled instance extensions:
info: VK_KHR_get_physical_device_properties2
info: VK_KHR_surface
info: VK_KHR_win32_surface
err: DxvkInstance::createInstance: Failed to create Vulkan instance
Symptoms
Game doesn't launch, get this error message:
Failed to initialize graphics.
Make sure you have DirectX 11 installed, have up to date
drivers for your graphics card and have not disabled
3D acceleration in display settings.
InitializeEngineGraphics failed
Tried reporting it to Steam, hoped they would pass on the relevant information to you, but they made me log this myself, so here I am.
Reproduction