What version of dxvk and vkd3d do you have installed and are you running the native Lutris package or the Flatpak version?
Since you are linking to the Arch package I’m assuming you have the normal Lutris version installed. I’m using the Flatpak version for Lutris and I have dxvk v2.2 and vkd3d v2.0 installed try seeing if you get install those same versions using ProtonUp, you can install it as a Flatpak or from the AUR.
I got this warning too, but the game worked in beta after clicking okay. Install with Lutris. For me when something really doesn’t want to work I use a diffrent driver(radv or amdvlk)
Last time I ran Battle.net on Linux was through Steam; Diablo II: Resurrected ran pretty well. I would think that Diablo IV should run just as well. System specs for the (2) games are very similar.