I'm interested in running Windows in a QEMU VM to avoid some of the pitfalls for certain multiplayer experiences in certain titles.
This may not be such a good idea. Many multiplayer games detect VMs and can ban your account. It'd best to keep Windows around in a dual-boot setup if you're intending to play online games. In saying that, are you up-to-speed with the current developments in Proton? If not, you should check ProtonDB to see if the games you're playing is supported now or not. Proton receives updates quite regularly, and more and more games are becoming compatible with every new release.
Beyond that, you can't really go wrong with an all-AMD build: AMD CPUs are better for gaming in general, and AMD GPUs have excellent support in Linux (you only need the opensource drivers btw, so you don't need to install anything special or proprietary).