As others have mentioned, the way Linux mounts drives means that they are effectively no different (for these purposes) as local folders in the same volume.

That said, I think the clear answer to your overarching question is yes. I have a Linux gaming rig with a boot volume (from which I run no games), 2 gaming SSDs, and a few slow mechanical storage drives. Those SSDs are mounted to subdirectories in /home/myuser, and each houses a separate Steam library. From Steam's standpoint, they're ultimately two libraries on the same volume.

Yes to both. I prefer Lutris for running Windows games.

One of the basic differences between windows and Linux is that instead of C:\your_folder or D:\your_folder is that you mount drives as directories wherever you want in the filesystem. For example /home/username/documents could be on drive A while /home/username/games could be on drive B or even on a remote server. It's actually pretty common to put the entire /home directory on a separate drive which makes reinstalling or changing the distro very easy.

So to answer your question, yes you can put your games wherever you want and they will run seamlessly. Wine can be pointed straight at an .exe. the only thing that gets a little weird is when you try and run programs remotely through a network share, but you can usually solve that with symlinks.

Google proton ntfs drive external. You need to add some mount options for the external ntfs drives and symlink the compatdata folder to a linux partition. After you do this, it will work seamlessly.

There are no C/D/... drives in Linux. Steam and Lutris create their own environment ("bottle", right?) for every game. I think by using Lutris you will get the most user friendly approach.

There are a variety of tools to add .exe files to run. If you use Steam, IMO the easiest is just to add it as a non steam game. If you have issues you can check protondb to see if you should tell Steam to use a different version of proton, but it's pretty straightforward.

The one thing I would add, is that if you do switch you might want to consider reformatting your drives from NTFS to something linux compatible like ext4.

It can be a bit of a pain in your case though since you have so much to redownload afterwards