Here is my update.
Problem 1: Proton Wireguard config can be only downloaded one time
If you use Protonvpn and use their wireguard, you can only download the Wireguard config one time. After you refresh the Browser, you cannot download for a 2nd time.
The private key is marked. If you download or copy, it will stay as “*****”. You cannot use this to connect Wireguard.
Problem 2: Proton Wireguard may have bugs
This cannot not been confirmed before got a formal reply from Proton.
Wireguard config generated from @Zokoro’s Proton account cannot be used for some reason.
Wireguard config generated from my own Proton account does not have problems. So it is suspected that Proton has bugs. Waiting for reply from them.