The potential pain with setups is a reason I like to point people at vendors like Slimbook, Tuxedo Computers or System76. Avoids a lot of possible problems for those who can afford it.

there's no good DAW on Linux

Now that's not true though. Bitwig Studio and Reaper f.e. support all the common plugins APIs and are excellent professional DAWs. And then of course you also got Ardour if you prefer FOSS.

Things like Adobe Premiere Pro and Adobe After Effects have no solid alternative to this day for Linux

I'm not perfectly familiar with Adobe products, but I'm very positive that DaVinci Resolve, Lightworks (literally used by Hollywood), Blender and Natron offer all the functionality those two do. And most likely with less crashes, as far as I heard about Premiere Pro. 🙃

Office uses proprietary file format constraints to lock down their ecosystem.

Didn't hear about issues with Office Suites in more than a decade. Microsoft famously manipulated their docs to hamper third-party apps in implementing docx support, that's quite a time ago though.

Unreal Engine, lots games, my audio interface, drivers for obscure small devices I need? I just don't know and I have to dedicate time to researching all of it.

Yeah, hardware is always a thing especially during a switch. Once you made it of course you can pick new gear that's known to be supported on Linux by their company. At least with Unreal Engine it's known to work, and Games by now basically always do except for those with the most vile Anti-Cheat.

I bought a notebook and will try to go CachyOS x KDE Plasma on that

May I suggest to use a more general-use, Ubuntu-based distro? Those often offer way better hardware support for more devices out of the box. That's one reason they're called bloated, but damn is it comfy sometimes.