To make Borderlands play movies and cutscenes, install media foundation framework.
On Gentoo, install sys-libs/libudev-compat.
Install Proton 5.0 (or later) from the „Tools“ filter in the library and set it as compatibility tool in the game's properties.
Run the game once and exit to create the wine prefix.
Then:
export PROTON="$HOME/.local/share/Steam/steamapps/common/Proton 5.0" export WINEPREFIX="$HOME/.local/share/Steam/steamapps/compatdata/397540/pfx" cd /tmp git clone https://github.com/z0z0z/mf-install.git cd mf-install ./mf-install.sh -proton cd .. git clone https://github.com/z0z0z/mf-installcab.git cd mf-installcab ./install-mf-64.sh -proton cp mfplat.dll ~/.local/share/Steam/steamapps/common/Borderlands\ 3