I don’t know how well it measures up to privacy standards at the level of GrapheneOS, but Ollee might be of interest to you if you want to go the retro route. It lets you convert a standard Casio F-91W into a smartwatch.

Here are some password managers that are either based in Europe or are Open Source: https://buy-european.net/en/category/password-managers

For gaming you can just use steam. You can see which game works and the corresponding distributions/configurations on ProtonDB; Helldivers 2 get’s a GOLD status (https://www.protondb.com/app/553850).