Well, folks, I'm a little bit (but only a little bit) sad to report that it looks like I'm stuck with GNU+Linux for good. All my attempts at making a bootable USB stick with Windows on it have come to nothing; the OS installer just won't boot from USB. I've tried using different Windows ISOs with dd and UnetBootin, but nothing has worked. Conversely, I've had no problem booting GNU+Linux distros from the same stick, so go figure ...

As it stands, the GNU+Linux drive mounter has a problem with the stick and won't mount it (after I resized the partition with gparted). I've had this problem before and the only way to fix it is to do a full format of the drive on a Windows machine. The problem with this particular device is that it's read-only unless using a low-level tool like dd, except that dd requires the device to be mounted, AFAIK. That makes the device pretty much useless.

If I had known beforehand how much trouble this particular problem would cause me and I'd end up unsuccessful, I would never have removed Windows and installed Ubuntu on my gaming rig. I was under the impression that Proton, Steam and Vulkan would run all my games without issues. Oh, how mistaken I was ...

All in all, it looks like GNU+Linux is going to be my daily driver for both gaming and work from this point forward. That's not necessarily a bad thing per se. However, it does mean finding out which games run and which don't is a matter of trial and error, coupled with the fact that once a game is installed, it can't be removed through the Steam UI. I tried simply deleting the files, but Steam still shows the game as installed and obviously encounters an error trying to run it, without offering to remove the offending entry. I don't want to make a clean start by reinstalling the OS every time I find a game that doesn't run and simply not include it when I reinstall games that I know do behave as they should. Besides, now that the device I was using for installing Windows and GNU+Linux is borken, I'm not sure I even can.