Hello and welcome!
All are equal because Eddie takes care of them all. Every OS has its special settings you should take care of if you want to be "safe". For example, disabling smart DNS in Windows or taking note of the differences between the distribution's implementations of networking.
I am a Linux user, proudly switched from Windows a few years ago and never looked back for a second. It's quite easy here to setup leak prevention because of the network profiles you can configure. Switch with two clicks on any desktop environment. I am not sure whether this is possible on Windows, I can only remember 7, 8 and 8.1 where you need to switch network settings manually. Not sure if Windows 10 finally gives you the opportunity to create multiple profiles.
Depends on the changes, I guess. Which one did you have in mind for an example?
No matter. Use Eddie and a webbrowser for things like port forwarding, they give you all the possibilities.
Also, it all sounds like you haven't read LZ1's New User Guide, link in my signature. Take 30 minutes of your time and go through it, it answers a load of questions, even if you need to read quite a lot (which by the way is how you learn Linux mostly ).