AFAIK, Windows firewall is perfectly fine, usable in commercial spaces, etc. You’re probably going to be getting into more “hobbyist” firewalls even if you do find one … and a firewall isn’t something you particularly want that with. You want something that’s well designed and well maintained.
(I say this as a guy that has run Linux on basically everything for … over a decade)
I’m surprised, I was pretty sure anything with Battleye flat out rejected virtualization.
I thought Destiny used Battleye but I must be mistaken on one of these points.