Hi, i've got this trainer to load on my Steam Deck. Tested on SteamOS 3.6.19 with GE-Proton9.16 and Proton Experimental. My guess is that version.dll with serves as script loader doesn't work with wine. So I've replaced script loader included in Lenny's trainer with one provided by ScriptHookRDR.
Here is what you can do:
Download Lenny's Simple Trainer and ScriptHookRDR
Extract all files in the same directory as RDR.exe (in Desktop mode for steam Deck)
Delete version.dll and change file extension for Lenny's trainer from lennyssimpletrainer.dll to lennyssimpletrainer.asi (by the way filename isn't important)
Now in Steam find your game and go to properties to set the launch options (for nonsteam game in steam properties->shortcut / steam game properties-> general). Add this line:
WINEDLLOVERRIDES="ScriptHookRDR=n,b;dinput8=n,b" %COMMAND%
As a side note. On other linux distros or just outside steam dll library can be overridden with winecfg using Protontricks or Winetricks gui wrapper
Configuring WINE with Winecfg [Libraries] - linuxconfig.org
Winecfg Tutorial for Beginners [Libraries] - simpler-website.pages.dev