The GOG linux installer for the Deadfire DLC places the file px4.unity3d into folder /game/PillarsOfEternity_data/assetbundles/ while everything else is under /PillarsOfEternity_Data/ with a capital D.
When launched the game does not show PX4 in the version number string on the title screen unless the file is moved to /PillarsOfEternity_Data/assetbundles/. Then it does.
It does work, but it only takes effect once you load a save after changing it. Moving to a different map would likely do the trick as well, though I haven't tried that.
If you don't want to muck around with the file paths you can probably just drag and drop all the chunks into your temporary location. Then, right click somewhere in that folder, pick "Open in terminal" and run
cat PillarsOfEternity.tar.gz.* > PillarsOfEternity.tar.gz