The proton prefix should not be created on the external drive, but in the Steam folder in the home directory, I’m pretty sure. Even with a second Steam game install location. Why is it not there?
I'm guessing proton is trying to create this symlink when it installs .NET
No, it is created when Wine initializes the prefix. It has absolutely nothing to do with .NET.
Sounds like exactly the right way to talk about physical buttons to me.