Edit: I've reread your post, you are trying to run non-steam games through steam & proton right?
Did you move/symlink compdata out of the NTFS disk?
https://wiki.archlinux.org/title/Steam/Troubleshooting#Steam_Library_in_NTFS_partition
I use ntfs3 (not ntfs-3g driver) with uid=1000,gid=1000,umask=000,rw,user,exec,nofail,nocase,windows_names
flags and after moving compada out (see the github link) it kind of just works.
Also what is your HW? If you have a laptop with extra dedicated gpu or have PC with cpu with integrated graphics and extra GPU card the games might be trying to run on the wrong GPU.
Is this possible only with the extra, bought storage boxes ? Or is this possible even with the free 100G backup boxes offered with each dedicated machine ? (Or is this just nfs mount?)
We have a dedicated machine in a project from Hetzner with big raided hard disks but the latency is starting creep up on us, moving some of the data off to the faster ssd/san boxes would be rather helpful.