Renders fine for me:

Can you please ensure you are using native d3dx9 and d3dcompiler (43 and 47)
"Gameplay" renders fine.
Cutscenes do not, use the savefile or try to reach the first "flower/memory artifact".
Further into the "gameplay", when enemies start to appear (much later), you might see wires around the enemy sprites which are absent in Windows.
Sorry, I forgot to add how to reproduce the issue here.
savedata.sav under SteamLibrary/steamapps/common/htoL#NiQ The Firefly Diary/data/save/Ok thanks, I can repro with that :)
looks like the same issue here

I doubt that is related... The game in this issue uses a color palette in its shaders and something is going wrong there.
That just looks like shadows being broken.
they only broken on dxvk. im asking around to be sure it can be reproed
Renders fine on Nvidia:

The problem appears to be some precision issue on AMD. However, neither NoContraction or RelaxedPrecision fix it or have any effect.
Relevant Mesa PR: https://gitlab.freedesktop.org/mesa/mesa/-/merge_requests/3951
This is fixed with latest Mesa.
proton 5.0x1 2020-02DXVK_HUD=fullx1 2020-02
Screenshots and savefile: https://github.com/ValveSoftware/Proton/issues/2166
Launching the game with DXVK or wined3d always results in certain cutscene sprites to be rendered with black boxes around.


Software information
Game: htoL#NiQ: The Firefly Diary / htoL#NiQ-ホタルノニッキ
System information
DXVK_HUD=full

Apitrace file(s)
Hotaru.trace.tar.gz
Log files
Hotaru_d3d9.log
steam-368640.log
Save file
savedata.zip
Place
savedata.savunderSteamLibrary/steamapps/common/htoL#NiQ The Firefly Diary/data/save/