Except Vocaloid5, all the other Vocaloid engines work perfectly on Wine, in fact they are ranked as "Platinum" on the application database:
https://appdb.winehq.org/objectManager.php?sClass=application&iId=13074
Probably Vocaloid 5 is working too (I should test it when I have some freetime), since the tests published on the appdb website are based on a very old Wine version (4.8, released about 7 years ago), and with Wine 10 and the new Wine 11, lots of improvements have been made in terms of performance and compatibility for programs and games.
Also the MMD editor and Piapro Studio NT work so well! And OpenUTAU has native Linux version.
For audio editing software, LMMS is open source, Audacity too, then FLStudio works too, while Cubase depends on the version/plugins (but my version of Cubase LE with Miku NT2 works perfect).
You can search on the appdb the software/game title you're interested about:
https://appdb.winehq.org/
If you don't find it, probably nobody has made an entry about it yet, but that doesn't mean that is not working. And when you see some results based on very old Wine versions (like the Vocaloid 5), it's still possible that now the software is working.
There is also Protondb website, which is similar, but is about Proton game compatibility layer (which is a modified Wine with some tweaks by Valve, then usually those tweaks are added on Wine too):
https://www.protondb.com/
If you're an Apple user, you might have heard of Rosetta compatibility layer for their arm-based Mac: yes, that's based on Wine too.
Anti-cheat issues, that really depends on the software house, but recently Electronic Arts said that they'll support Linux too for their anti-cheat in the next months.
The problem with Windows is that is getting worse, and worse, everyday. Linux is getting better, and I know that probably it'll never have 100% compatibility (especially with some software heavy on DRM or like Adobe), but using it just feels better. I have 1 pc with Windows 10 and 1 pc with Linux, and I use the one with Linux more and more.
I can recommend a few things: if you want to try Linux with your software, try it on a different computer. Find a cheap old one, so you can experiment anything with it, or install it on an external ssd/hdd usb. Never do a dual boot with Windows on the same drive, there are always issues.
You can try Debian, Ubuntu Studio or Fedora:
https://www.debian.org/distrib/
https://ubuntustudio.org/tour/audio/
https://fedoraproject.org/
https://fedoraproject.org/spins/
How to make a bootable/live usb pendrive to try and install Linux:
https://pendrivelinux.com/
And you can watch some videos of Distrotube and Linux Cast to learn more, they are very good nerds! hehe
https://www.youtube.com/@DistroTube
https://www.youtube.com/@TheLinuxCast
