I 100% did set them up from day one, and for several months every mail I sent from my domain to gmail got rejected, so I stopped trying.

I did a couple of tests today and it seems to be working now, so I guess they are doing more than just looking at the DNS records.

How do I build up reputation? Should I keep trying to send from that domain even if it gets rejected?

I have all the DNS things configured as per Proton’s instructions.

Yes, but normally I don’t send a lot of emails anyway.

If I send to any @gmail.com address, it’s rejected, unless I change the From to my @proton.me

This is how I use Proton. The setup process is really easy with clear instructions on what to configure in your DNS provider.
The only problem I have is that gmail rejects emails from my domain, I have to use proton’s address.