- AHK is kinda tough to replace on Linux, since you're kinda stealing the display manager's job. Since there are now two display managers in use (the older x11 and newer Wayland), you'd need to find a solution that works for you. It seems to be pretty easy on x11 though[0], and if Wayland doesn't offer similar functionality I'll be quite surprised.
- Taskbar manipulation is handled by your window manager, and you can typically get pretty granular with it. I don't have the exact same setup as you, but I do have a second taskbar on my second display specifically for Spotify/IRC.
- AFAIK, Linux was the progenitor of the extended function row :)
In conclusion, your sticking points are probably going to continue to be sticking points for the foreseeable future. I hope that doesn't discourage you from enjoying Linux though, even through WSL.
[0] https://wiki.archlinux.org/title/X_keyboard_extension#Caps_h...