- if game requires gpu, you can't really use emulated gpu. Unless its very old game. What game is it?
- yes you can run windows VMs from linux host. But running VM from inside another VM probably won't work very well if at all. Also some VPS are just thin containers like docker/k8s/openvz/lxc as opposed to full VM
- usually whatever hypervisor you use has drivers for guest OS, worst case it will be "standard vga". No gaming on either tho
Best bet for running gaming VMs - which is possible - is passing through physical GPU to VM. It works, unless it doesn't on your host then you can't really fix it

check out linus tech tips, he made a lot of effort in that and none worked really well