Like you I've tried to game on Linux and each time have had to go back. I really want it to work, and to be fair, it DOES work. I love my Steam Deck and it's proof that with enough tuning you can get a good experience.
However if you want to get more than a game just running, that's when you have some issues. Like you I had the X11 multiple monitor issue people describe. Wayland is the fix these days but there were still issues using both different high refresh and VRR at the same time (may be fixed now).
My current issue is trying to get gamescope running when launching games from steam on Fedora 40. I have the flatpak of each and guides say it should just work, but every time I use gamescope as a launch option nothing launches. I imagine there must be a log somewhere but I don't know where that is. I found some open bug reports that say gamescope just broke a few versions ago with Steam, who knows.
The only reason I need to use gamescope is that there is no AMD control panel, so no way to get FSR. This is a lower end GPU and I really need FSR for this particular game to run well. This is the biggest issue IMO, with only basic GPU drivers the community has to figure out how to implement the latest gaming features on their own, which means it is years behind. The VRR/High Refresh multiple monitor issue for example is something windows was doing with ease several years ago and Linux is getting it now.
So you have to give up a lot of multiplayer games, and you have to be OK with just running the game, not anything modern like DLSS or frame gen, or whatever is cutting edge. For this reason I can still only recommend gaming on Linux if you're on a Steam Deck, or if you're a techy person who mostly plays single player titles. Anything more and you will be messing around more than playing.