For me, finding the file Engine.ini and adding the key
<DirectXVersion>9</DirectXVersion> as mentioned
here
was necessary but not sufficient. The additional step of running Wine like
this achieved the desired outcome:
PROTON_NO_D3D11=1 wine start Launch\ Anno\ 1404.lnk &(N.b.: this is the GOG version of the game. Execution needs to be done this
way every time or the DirectXVersion key will be overwritten with a default
value.)