protonvpn-stable-release_1.0.3-2_all.deb: No such file or directory
The file you downloaded either has a different file name or you are not in the directory where the file is stored when you execute the command. These are the two possibilities that come to my mind spontaneously.
If you use ProtonVPN with OpenVPN, make sure to check for DNS leaks. I discovered recently that I had such a leak, but it can be solved by adding a few lines to the .ovpn files:
script-security 2
up /etc/openvpn/update-resolv-conf
down /etc/openvpn/update-resolv-conf
This necessitates that you have an update-resolv-conf script, which you should have already if you’ve followed ProtonVPN’s instructions for setting up a connection with OpenVPN.