

I mean Fedora is open source but if they really wanted a european base, they could have gone with opensuse. AFAIK opensuse is the only fully european linux distro plus they use many of the same tech that redhat/fedora does.
Ultimately I think it doesn’t matter too much since even the linux foundation is based in the US and large parts of what makes the linux desktop are maintained by non-EU companies (on top of all the major projects hosted by Github, Gitlab including most of Flathub). If its all open source, I think the risks are pretty low e.g. huawei was able to use Android despite all the restrictions.
I dont think Photoshop and Roblox work on Linux at all (Roblox does through Sober right now but probably not for long). Buying another computer will not change that (and iirc mac os also supports dual boot).
However if you buy/build a good enough pc, you can run windows in a vm and use roblox/ps without dual booting.
If you dont strictly need a laptop, then yes I would recommend you build your own desktop pc. But if you do, AFAIK xps and thinkpad line of laptops have pretty good quality. The higher end surface laptops are also good (but very expensive). I cant really recommend much else without knowing what features you expect.