I just get a separate device with a fake identity and no personal data for games and proprietary software. Short videos are hosted by very invasive companies and don't have any APIs or anything to make custom privacy-friendly frontends so it's out of the question (fortunately imo because that things are addictive and can degrade a person in months). Idk much about movies because I've never used a paid movie service like Netflix but since they're paid, privacy is very questionable there.

Unfortunately digital entertainment is very privacy-invasive overall. You can fix some of the privacy issues by the cost of convenience but some things will remain too invasive to be viable in many threat models.