No, your account is not in danger. Steam doesn’t care. It’s not like they could take any action even if they knew the non-steam game you added was pirated, in the first place. They don’t hold the IP of every game and cannot police you on their publishers’ behalf.
Update: tried with a few repacks. Both Dodi and Fitgirl setups fail during installation for some reason with Proton. Running them with Wine works fine.
No matter how good Proton gets, native will still be better. Also, trying to find support on running pirated games on Linux will get you kicked out of most forums.