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How would I go about splitting up programs and files between two drives?
(sh.itjust.works)
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You can use something like Lutris and have a different Wine directory for each installed game. These can be placed anywhere on your filesystem that you like.
I’m less familiar with GOG. I do know there are a few different launchers that try to solve this and other problems for managing Windows games.
Heroic Games Launcher or Bottles for GoG and Epic games.