I agree with Linux as the base OS, and vmVM the other OSs. TheThe trouble being the big three OSs are sworn enemies. Windows does not work well others, intentionally. As does MacOSmacOS. FindingFinding common ground between the three is always a struggle.
VirtualBoxVirtualBox has an app mode. WhichWhich allows you to run apps in windows, making it seem like you are running three OSs seamlessly.
VirtualBox also has folder mounting. ButBut what filesystem do you choose as a common filesystem. If you're running games in windows. Do the VM video drivers passthrough at speeds to run a game at acceptable speeds?
The nice thing with VirtualBox is it's FOSS software (free and open-source software). SoSo you can test this setup for free.
Good luck, I think this a great exercise to learn the limits of Windows and MacOSmacOS. AndAnd dealing with those issues.