Hey! I noticed people were having problems with this so I made an account. I was having problems with this too until I made a new wine wrapper using Sikarugir and the WS12WineShikarugir10.0_3 engine and now the latest PKHeX works fine for me. I'm not an expert by any means and I doubt I can help troubleshoot but I'll leave my wrapper here. Hope it helps!
https://drive.google.com/file/d/1Pr8mM9gq59Rq7Z0Ivp0afwVf__uG_qgQ/view?usp=drive_link