If you’re looking for a challenge you could try FreeBSD. While not Linux it’s still unix like and can provide a great learning experience. I believe they have retroarch in their packages, and I’ve seen videos of people getting Steam working. They provide excellent documentation on their OS as a whole.
NextDNS has been excellent for me. Only “issue” I have had is that it doesn’t always play nice with wifi captive portals. I typically have to disable nextdns on my device, join, then re-enable.