Project Q is the upcoming streaming only device that will allow you to play games installed on a PlayStation 5 remotely.
It has not been announced if the handheld will allow streaming of games from the cloud and is rumoured to cost between £250 - £300.
Will you be picking one up later this year?
Yes, in SteamOS, you can add a Windows game as a non-Steam game. It will then use the Proton compatibility layer to make it run. Those are all popular titles, so I’m sure you can look up “Roblox Steam Deck” or whatever and find a guide someone else made to help you get it set up if you need.