To be fair, I haven't played Rocksmith for quite a while now but yeah, the way you install cdlc support is done with the dll.
I didn't know they released an .exe installer for it… seems a bit useless.
If anyone is interested I made a tool to simplify installing executable files in steam / proton bubbles because doing it by hand is quite difficult.
Anyway, remember that proton 6 introduced major changes to the way it stores and manages wine bubbles, it's advised to remove game bubble located in compatdata and start fresh.
I don't remember having any issues with the game or dlc's but I'll probably refrain from upgrading.
(I remember tweaking something with the audio, probably setting up the Real Tone cable)
Btw, I used Proton 5.11-GE-3-MF.