Imo any distro basically just works the same, I've never tried one of the "gaming" distros, but installing steam, proton and lutris is so straightforward that any distro will do imo. From there on it's just a matter of going onto protondb and figuring out tweaks for your games.
As for dual boot I highly recommend separate drives, windows likes to overwrite grub with every update if located on the same drive. From there on just do a basic Linux install and configure your bootloader to look for other bootable oses