I’ve played it with Proton without any problems.

I love Subnautica and that’s why I’ve tried this one but couldn’t get into it. Just not enjoyable. Maybe later on, but I had lost my patience while getting through the first stage.

KDE has a lot on documentation, maybe you would get some inspiration of how this can be done: https://community.kde.org/Get_Involved/documentation

I’m running everything that is proprietary (Steam for example) on a second user that is a not an admin account. Heroic and the like are installed via Flatpak that is sandboxed. Sometimes games contain malware, even on Steam. If something goes badly wrong, I purge that second user.

Microsoft be like: Storage has gotten very expensive? Hold my beer!

A shop that’s been around for ages and is very generous when it comes to adding extra stuff to a big order - our local group is ordering there for many years now: https://www.ixsoft.de/cgi-bin/web_store.cgi (see “Fan-Artikel” then “Aufkleber” - yes, the website looks dated, I know)

These “emulated windows paths” are called prefixes. For Steam it depends on the game where it will put the save files, for Bazzite I would start looking at following locations as mentioned in this post (even though this is about a different game, but the information is still valid): https://universal-blue.discourse.group/t/saved-games-for-2-steam-accounts/10900/2

There are dozens of articles about why Ubuntu has drawn criticism, here is an example: https://abh.ai/blog/why-ubuntu-and-canonical-drew-criticism-many-members-foss-community

I would recommend you read some of them to make up your own mind, and don’t rely too much on opinions here. Privacy is a broad term, only you know what is important to you and where you would draw the line.