Some questions about SteamOS

Balokzx

1. Depends on the device you are using.
2. Security and privacy wise it would probably be Brave. Unless you find a way to get some sort of hardened chromium browser on there that is.
3. Never got them to work on SteamOS or Bazzite (never tried Nobara) but provided you can get them to work yes they are available.
4. While it is already unlikely for either to happen as long as you have a up to date browser and have your VPN configured properly. But for what it's worth, Hardened Browsers usually have extra protections in place to avoid IP leaks. So you may want to research what configuration they use to achieve that and see if you can apply it to whatever browser you plan to use. In most cases you can.

Balokzx

1. Either stick with SteamOS or go with Bazzite as Bazzite is made especially with the Steam Deck in mind and can offer extra configuration options like encrypting the install (SteamOS is not encrypted by default) be warned however if you choose to encrypt the install you will need to take a physical wired keyboard everywhere you take the steam deck as it will be needed to boot into the operating system. You don't need to use the keyboard after booting into it though so you can unplug it afterwards. That aside bazzite offers lots of useful tools by default especially to steam deck users. Not that SteamOS users can't get these features easily. It's just that Bazzite has them more readily available. I tend to prefer Bazzite over SteamOS mainly cause of the easier ability to encrypt installations and also it being based on fedora. But it's your choice at the end of the day. FYI I would suggest picking the KDE flavor if you do choose to install it as it will be most similar to SteamOS.
2. Brave does indeed have some issues in it's flatpak form. From my experience however it's mainly just graphical bugs but maybe there are some other issues I am not aware of. Either way my experience other than graphical bugs has been pretty good. In terms of uninstalling Firefox you should just be able to uninstall it from the discover app store or terminal provided it's not a part of the system. If it is a part of the system you might have some trouble due to the both SteamOS and Bazzite being atomic/immutable distros. It's strange though as I don't think either of them come with a web browser by default so you should be able to remove Firefox just fine. At least I don't recall my installs coming with it.
3. As far as I'm aware no. I tried contacting my VPN service about it and all they could suggest is to just configure WireGuard via terminal to use it. Which in all fairness did work really well and wasn't too hard or for better term annoying to set up but I agree a GUI would be more desirable.
4. Well by the way it sounds yeah you should be fine. As long as you could confirm your setup isn't leaky in anyway I would say it's fine. So far mine hasn't leaked and I did harden brave the best I could.