Proton VPN does not officially support Raspberry Pi, but you can try to set up their CLI version. https://raspberrytips.com/protonvpn-on-raspberry-pi/ I tried doing this a while back but it hung on the login step. I reached out to Proton and their only response was that Raspberry Pi is not supported. So, best of luck and I hope you can get it to work!
No, please do not do this. Two factor authentication should be just that: two separate factors of authenticating yourself. Having them combined in one is the same as one factor.