GTA IV Complete Edition crashes when I try to open it

Where do you know that for a fact? We got no information about the system, but you already indicated things that tell me you can NOT run Proton games properly.

First things first:

A key word to get support is to provide information, logs, exact actions and results, for example when you say “I tried a few Proton version”, which ones and what were the logs from Steam and Proton when launching the game? You see the difference between what you provided for information and what is expected?

Then it doesn’t use Proton as you should, it internally then use the OpenGL mode for the game instead of DXVK the Vulkan to DirectX translation layer, which is most case is a big nono or only for a backup solution to run old games, and with bad performance.

//EDIT:

You can start Steam from a terminal to get direct Steam log output in the terminal itself which is great to have errors on game launch directly.
You can add Launch option to the game itself to make it create a log in your Home folder so you can the what Proton is getting for errors too, right click the game, go to Properties, and add this launch option PROTON_LOG=1 %command% it will generate a log called steam-APPID.log where APPID is the Steam App ID.

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