The bootable, free memtest86+ is excellent for memory testing (not to be confused with Passmark's memtest86).

I concur on the driver issues. To my understanding the Vega driver situation is actually better on Linux than on Windows (or at least it used to be), but it's never been well-supported hardware.

Vega GPUs should be very well supported, especially for basic desktop stuff, since Ryzen mobile CPUs shipped with Vega cores for many years after the dedicated GPU line.