In your case Nobara is the perfect distro. It comes with steam preinstalled and has a lot of gaming tweaks. I used it as a daily driver a year ago, but it wasn’t something for me.
Will not happen. Privacy conscious people who have evaded Microsoft don’t use Steam. Being closed source software, they collect huge amounts of data.
I already have considered this. Generally I prefer a dedicated IP over a shared IP, especially since I consider the use of private trackers. There are some use cases though like high OpSec operations or a higher privacy need were a shared IP is beneficial, but for me this is not needed.