If you use Steam like most people, check out protondb. It’s not perfect as it only really shows off Steam games, but it’s a good start. Steam will also let you add a non-steam game to your library and Proton will attempt to work with it, and in general it seems pretty good. The only issue you’ll have is when you get to your super old games as the layer that Proton/Wine uses may not work, but for those you might as well just grab a VM and put a version of Windows on it that the game was built for.
Yup. Buy CDs, vinyl or digital from Bandcamp or from the artist direct and then host it on Plex.
I’ve thought about trying jellyfin but Plexamp is just so nice that I don’t think I could leave it.