Almost any distro will work for pretty much all of that. Only potentially limiting thing I see there I don’t think that the Mullvad VPN client is generally available within distro repositories. Their site says it has clients available for Ubuntu, Debian, and Fedora. So perhaps pick from one of those?
For the steam link question, I know if I have a game running on my desktop it presents me the option to stream to my laptop (both Linux machines). I assume this is the same functionality. I don’t use it so can’t speak to how well it works.
Edit: It occurs to me this comment lacks a recommendation. Within the three listed supported distros for Mullvad, I think I’d recommend Fedora for you. Been some years since I used it last but I remember the installer being fairly robust and intuitive while still easy to use, and a pretty rock solid system once it’s up and running.




Answering on the idea of port forwarding. Though like others have said, tailscale or similar is a better option.
Opening an ssh port would allow file transfer. You could also so remote desktop with port forwarding over ssh and vnc (or some other more modern protocol, haven’t futzed with anything like that in a long time).
Probably doesn’t need saying but make sure your system is up to date. Also using a nonstandard port and using key based authentication and disallowing password authentication and good security measures. If the device you’re connecting from isn’t something you’re bringing with you, you’d also need a copy of your private key.