KDE Linux Immutable distribution will not use Octopi, which is an Arch Linux package management tool.
You don’t use Package Management tools with immutable distributions, and you don’t use Arch’s Octopi unless you use Arch.
Mullvad only give installation directions for traditional mutable systems… you need to write to system directories like /usr/ which is either write protected, or can be a single immutable file.
You must use a system tool for layered packages… basically requiring a container to be installed first.