Heroic works great for pirated hentai games and GOG games.

Epic and GOG work on Heroic just fine and I've run two standalone games (Elite Dangerous and ESO) using Lutris with no problems.

You can download Proton for use outside of Steam, I use it in Lutris and Bottles pretty regularly. Also, you should be able to get just about anything to run just as well in Bottles or Lutris as it will in steam, but I will admit it can take some tinkering with some games or software and there is a much easier option: Add "non-steam game" in Steam library and run whatever program you need through Steam anyway.

What kind of complicated issue? Simply adding them as non-steam games seems to work fine. I've managed to get jank ass pirated 90s visual novels running, fan-patched, on a steam deck lmao