https://bugs.winehq.org/show_bug.cgi?id=55131
--- Comment #17 from Rafał Mużyło galtgendo@o2.pl --- Note the emphasis:
loaddll:build_module Loaded L"Z:\home\garrett\windows-applications\celeste-win-opengl\d3dcompiler_47.dll" at 63500000: *builtin*
Did you just copy one of the wine's libs there ? 'Native' means the native for Windows i.e. the one from DirectX package. Alternatively, quite a few games bundle it, for example AFAIK all node-webkit RPGMaker games do.
One way of recognizing it was done correctly will be that regardless if it helps, the vkd3d messages will be gone, as those come only from the wine version.