I tried both #Bottles from Fedora Flatpaks and Flathub, one at a time. I planted game files in user directory, as suggested by some video guide. I made a shortcut to Undertale Yellow.exe and have run it. Task manager shows that #Wine and game executable are running, only to disappear in another second. Game never opens.
Just solved it. Tried running #UndertaleYellow through #Proton and it works like a charm. Took a bit of preparation: finding #Fedora#FusionRPM Non-Free - #Steam repo in #KDE Discovery and installing that particular Steam, then running Steam from terminal (because default shortcut does jack shit) and forcing #SteamPlay#ProtonExperimental compatibility tool on the non-Steam game.
It creates a #Wine environment in the game's directory that actually helps run the game, unlike out-of-the-box system Wine installation. 🤔 No need for #Proton compatibility there.