Proton isn’t designed to be a security layer and afaik doesn’t go out of its way to sandbox applications. I’d expect a lot of viruses will fail to do anything, but there’ll also be some able to do things like steal your browser or discord passwords.
There’s no reason to risk it; don’t run anything in Proton that you don’t feel safe running on Windows.
Technically that would mean that one copy of the file is no longer updated when the other is.
You should consider using
ln bkp.tar.gz bkp2.tar.gz
instead.