The website says that it works for 10.12+ but when I downloaded it I just get this
The answer is right there in response. Upgrade to 10.15 or later. Is there a reason you can’t upgrade?
Yea I can’t upgrade, I’ve got an iMac from 2008 and updates were discontinued a long time ago
Use openvpn or viscosity
There is a proton version for 10.13 which i am using myself…tried that ?
Can you try this version to see if it works: https://protonvpn.com/download/ProtonVPN_mac_v1.9.6.dmg?
Then you might look at using the OpenVPN configuration for ProtonVPN. It’s more work and doesn’t have a GUI, but it should work.
worked for me too. Thank you! 
You saved me!!! I was so frustrated! It worked at last. My OS is older too and I cannot update so thanks so much!!! Caroline