qubes switched from iptables to nftables in 4.2+ and most guides haven't been updated yet (spoke to the person at mullvad who will be doing the updated tutorial so that's coming) not sure about riseup but protonvpn gui works out of the box on a fedora qube (confirmed on 4.1 and 4.2). haven't tested debian or debian xfce.

super simple. install proton vpn in fedora template qube, make sys-vpn, sys-vpn-ch, etc. (however many simultaneous locations you want/need) based on that template, in settings choose sys-firewall as netvm, tick the provides network box and add network manager in services. then add sys-vpn (for example) to sys-whonix as its netvm