This is, unfortunately, the sort of thing that motivates QubesOS. We are, as humans writing code, not good at complexity, and as Apple's lockdown mode admits, parsing complicated stuff, even when you design security boundaries around it, is hard to do properly. Lockdown just punts a ton of complexity entirely out of the system, and the tradeoff is rather substantially improved security against a wide class of attacks.
QubesOS design philosophy is essentially, "Everything in a booted OS image must be assumed to be able to, some way or another, access everything else in there." So you have various silos that have extremely limited communication between them (you can "push" from one VM to another, but you can never "pull" from another VM, the framebuffer is simple, etc). You're totally free to add sandboxing as useful, but it's not considered a full security boundary. Hardware virtualized VMs are, on a fairly stripped down Xen that removes a lot of attack surface in terms of legacy device emulation and other features they don't need.
Apple has done a lot of security focused improvements over the years, but modern computers and OSes are just so complicated that even they struggle to get it right regularly. And the attackers only need one mistake to achieve their goals. :(
//EDIT: As far as practicality goes, I do daily drive QubesOS as my main computer on a 2C/4T laptop with 16GB RAM - old X250. There are plenty of things it's not great at, but I'm not heavy on the "videos or video games" thing anyway. Dual booting for gaming is an option, as is a separate desktop that doesn't do anything important for gaming, but you don't need some monster machine to do practical things with Qubes. I can't have a thousand browser tabs open, but I don't do that anyway, I browse "JITless" (disable Javascript JIT as it's a ton of attack surface that's regularly exploited), and... it's a less-intense form of computer use than standard, but it also means I don't have a desire to spend all my time on a computer.
For me, everything important I have could be accessed from browser(as I do full system backup) and the cookie I have in browser could allow the app to access my data. How does QubesOS help in this scenario?
Interesting set up, thanks for sharing. Do you write code, or use docker at all?
I argue never dual-boot Qubes [with it installed on an internal drive] because Windows can [theoretically] read those partitions. Better to just get a separate application-specific system for gaming.
I daily drive Qubes on i7 Comet and Raptor Lakes, 64GB and 128GB RAM respectively. I run LLMs on their GTX and RTX cards (albeit slowly on the Comet Lake/GTX system). Digital crac... err gaming is the only thing I am pretty well locked out from.