I have the HP Zbook Ultra G1a. AMD 395+, 129GB RAM, 4TB 2280 SSD. Works great with Ubuntu 24.04 and the OEM kernel. Plays Steam games, runs OpenCL AI models. Only nit is it is very picky on what USB PD chargers it will actually charge on at all. UGreen has a 140W that works.
I've had Linux running on a variety of laptops since the noughties. I've had no more issues than with Windows. ndiswrapper was a bit shit but did work back in the day.
I haven't, because I buy hardware that's designed to work with Linux. But if you buy hardware that doesn't have Linux drivers, it just won't work. That might mean Wifi not working, it might mean a fingerprint reader not working, etc.