Do you mind giving us the name of those 4 games failing on proton?
Roblox. Kids really wanted me on this but I've never been able to get it to work. Technically not on Steam/Proton, but a notable failure.
Eador: It runs but the graphics are completely garbled.
Anything VR: No luck at all getting QuestLink working on Linux.
Several games don't like later versions of Proton and I have to force them on older versions. This isn't a huge problem except that it it an annoying amount of fiddling to figure out which version is working.
Only issue I've had (and this may only be with Flatpak, not sure), is that bouncing quickly from one game to another several times can leave Roblox instances running in the background, eventually eating up too many resources and causing havoc. I got around this by creating a little executable script with `flatpak kill net.brinkervii.grapejuice` in it that the kids double click before starting a new game.
You can also just browse and see what is supported. Here is the list sorted by the highest user ratings: https://www.protondb.com/explore?sort=userScore