I tried starting Control last night. I've played it like 4 times on PS5, but it was on sale with Disco Elysium recently. But Direct X 12 seems to be a no-go, and then when I tried 11 it just crashed immediately. But the second I'd get to the mail room it just shits the bed and grinds to like 1.5 fps.
That's odd, I played Control on my deck and it ran great. You should definitely be able to run it on DX11, maybe try a different proton version if it's refusing to launch.
Another thing, did you have a problem with your graphic settings not sticking after loading the game again? I got it to work eventually, but it's definitely a glitch.