I found that Proton worked better running the Windows version. You get full controller support. For the custom palettes (suit, metroids, etc), it was tricky. I had to create non-steam game installs of the AM2R.exe from their respective mod folders (Profiles/Name-of-Mod/AM2R.exe). The D3DX9_43.dll needs to be replaced. I used a symlink from Reshade of d3d9.dll.