Privacy

Cryptomator is best for dirs and anything synced to the cloud. You can also use something like rclone, locally, but it's more for remote backup of data. Veracrypt dirs are predefined in size, so it's best to only use for full disk encryption, fixed archives, etc.

Password protection only means protection if the data behind it is encrypted with that password. In all other cases, the data should be considered compromised (visible/accessible) the moment anyone else has access to the hardware or software storing it.

I looked it up and didn’t find any straightforward solutions.

There aren't any to my knowledge.

All 3 OS's would have to expose some kind of facility that makes this straightforward. But not even FUSE is easily usable across all the platforms.

I don't think you can do this without encryption that all 3 OSes can recognize, which will lead you to password protected zips.

Edit: Apparently there are some solutions.