You’re only fucked if you want to pay them to play online. Other than that you can still play all your singleplayer and local multiplayer games.

You don’t need to install wine. In Lutris you should set the wine version to the latest proton-ge (that’s a wine fork for gaming). And also did you install the game via Lutris or wine? You should install it via lutris. I just did it once with a pirated game (NFS Most Wanted) and it worked just fine.

A firewall usually reads the rules from top to bottom and applies the first match. So when your first rule is deny everything , it will deny literally anything before the second rule will be applied.

Your deny rule should always be at the end.

I think you should provide more information about the rule you created.