Open vault from another app / filen / proton drive / etc?

You can’t because mobile OSes establish a heavy sandbox on each app.
The apps can use a shared space (the Documents or Download folders in your screenshot).
Alternatively, there a framework, mediated by the OS to access other apps data. However, it is complicated (few apps implement it) and comes with a hefty performance hit.

Obsidian Sync is E2EE.