GPU passthrough should work for a lot of cases. The games that are most likely to have problems are the ones with draconian drm or anti cheat. I avoid those, so protón tends to work for me anyway, so I don’t bother with windows.
This isn’t technically required, but does make things easier (search “single gpu passthrough). However, an integrated gpu for the host + separate gpu for guest for games is also an option and many modern AMD systems come with an integrated gpu.
> A monitor with two inputs or multiple monitors.
That’s not really necessary, you can use a hdmi splitter or just plug the active gpu in (I mean, if you’re dual booting you can only access one system at a time, so shouldn’t be an issue — you can plug an extension cable into your monitor so that and have a dedicated cable for each gpu, that way you don’t need to mess with plugs at the devices — I actually did this for a while to share my monitor with a games console)
Yes, it’s not the simplest thing to set up, but it does avoid the issues down the OP while still allowing gaming.
Personally, I never bothered because everything I want to play works on proton.