Why not just use TOR browser ? It is free and in my opinion its fast enough for even 480p video. Sure you can’t use some services all the time, but thankfully we have “privacy redirect” plugin and proxies for those services like invidious for youtube…
This is why I use Godot engine, beside ease of use, it runs and compiles to a single program with no dependencies.
I don’t think WINE is safe to run proprietary games with, but maybe I am wrong since I hear it often break DRM and stuff. And you could create user with no internet or filesystem access etc…