I encountered a scary bug in Proton Wallet, posting here in case someone has the same problem
I sent around 20 euros worth of bitcoins to a friend, to test the service. Everything went fine and was very easy and intuitive
Today I logged in and noticed my balance was short by about 220 euros; It indicated that the transaction also sent around 220 euros to a second bitcoin address, classified as "external recipient". This is usually normal, the wallet sends "change" back to itself, but in this case it didn't seem to go back to me and the "external recipient" totally threw me off.
I imported proton wallet with Sparrow Wallet, it showed the same, incorrect, balance. I increased the "gap" value from 20 to 300 and the balance now shows up OK in Sparrow Wallet. The issue happens because Proton Wallet doesn't use the first available change address, it used a random one way further down the list. In my case the "change" income was the change address 20-300th (I had to scroll a lot to find it).
My balance still shows incorrectly in Proton Wallet and the transaction shows as -240 euros. I have reported this issue to Proton, hopefully no one else will be scared :P