• I actually never heard of Lutris before, could you please provide me some links, etc. so I can get into it?

• I don’t really know what you mean by “other means”, let’s say Hogwarts Legacy for example. How could I acquire it otherwise, besides buying it for a console?

• Alright.

I think what you really need is threat modeling. It seems like you’re currently trying to protect yourself against anything and everything. That’s not necessarily wrong, but it stresses you out and overwhelms you. And it’s ultimately not really beneficial either. I suggest reading the guide from PrivacyGuides.org and other resources. Ente and Proton also recently wrote a blog post about it.