Following the wiki guide Using a NTFS disk with Linux and Windows

Using Flatpak Steam, Windows games are unable to launch and steam is unable to sync cloud

Console error: No such file or directory: SteamGames/steamapps/compatdata/pfx.lock

The issue was resolved by changing the path

~/.steam/steam/steamapps/compatdata

to flatpak Steam path

~/.var/app/com.valvesoftware.Steam/.steam/steam/steamapps/compatdata

The commands that work with the flatpak version would look like this

mkdir -p ~/.var/app/com.valvesoftware.Steam/.steam/steam/steamapps/compatdata
ln -s ~/.var/app/com.valvesoftware.Steam/.steam/steam/steamapps/compatdata /media/gamedisk/Steam/steamapps/