If you are fine with having things on the same OS, look into distrobox. It would let you set up an Ubuntu environment/container on top of your Bazzite install. You could also use something like OSX-KVM for MacOS with GPU passthrough (assuming you use a compatible GPU) which would simplify your setup greatly. That way you could technically have all 3 environments on one OS with one set of hardware but now the only thing being virtualized is MacOS.
(You could also dual-boot with MacOS if you wanted and it would be slightly faster than a VM but also more of a headache to setup)
Edit: Missed that you mentioned Windows but the setup for that would be pretty much the exact same as MacOS except getting GPU passthrough to work on Windows is easier (again, same limitations as MacOS though, and games with anticheats would be able to tell that Windows is in a VM).
Ubuntu 18.04 (2018) -> Manjaro (2019-2021)-> Arch (2021-2022) ->EndeavourOS (2022-present on my desktop) ->NixOS (2024-present on my laptop)