I've got ProtonVPN set up through wireguard on my system and it works great. Only caveat is that you have to set up multiple profiles if you want different locations, secure core, etc. Not a big deal in my use case, but something to consider.
Setting up a pass through GPU for Linux gaming is obsolete knowledge. Between Proton, Lutris, and Heroic Launcher I can play my entire game library directly in Linux. I haven't booted Windows in months.
The ol' cosmic bit flip