As far as DE-hopping, it does come with some problems. At the very least, you will have a ton of different apps installed, as each DE will want its own file manager, terminal, etc. At worst, you will get conflicts and it can end up a right mess.
I would personally keep a separate virtual machine or Ventoy USB separate from your main machine, as it will give you the freedom to mess around with different desktops to your heart’s content. If that isn’t an option for whatever reason, then at the very least make sure you create a separate user account for each separate WM/DE you install so that shit doesn’t break.
Go for it. Switching to Linux has never been easier than it is today. I still keep a Windows virtual machine for when I need to use specific Windows applications, but aside from that I have been running Linux on my work and gaming machines for two years now with zero issues.
I’m surprised to hear you had problems with Proton - in my experience it has been seamless, although there are still some titles that don’t work so well with it. I don’t play any games that require anti-cheat, though, so there is that.
It’s never easy to say which distro is best, because every user and every machine is different. I personally recommend Nobara instead of Fedora, as a lot of the post-install tweaking is already done for you and it should even install the latest Nvidia drivers for you as well.