I never had an issue running a steam game on SteamOS. Non-steam games and 3rd party launchers like EGS or Ubisoft are a bit hit or miss; e.g. I never managed to get Fall Guys to launch, and Destiny is incompatible because of their anticheat. Diablo II Resurrected and Diablo IV run flawlessly though. Emulation is fine.
I never really felt the need to install windows, as it would probably bring more issues than solutions.
As good as I expected. Capped at 45fps, TDP at 10 Watts. Most of my settings are set to Low, textures at Medium. I think I could set a few more settings at Medium and still get 45fps but I like my fan to be as quiet as possible, and anyway given the small screen, I’m not sure I’d really see a difference.