Pressing Alt+F4 would summon a dialog box informing the user that *App name* will be terminated in X seconds, if the user does nothing for 7 seconds (notifications’ default timer), the window terminate the app.
Such dialog box would have a “Always terminate apps instantaneously” checkmarkable option, which could be undone in System Settings > Keyboard > Shortcuts > Window management
Why do you need to wait?
Apps that would lose user data should be coded to react to the Alt-F4 quit request to put a are-you-sure dialog. If they do not that is a UX bug in the app that loses your data I’d think.
Does that include Wine/Proton?
From my experience Windows application launched trought Wine (I used Bottles) do react to this signal and display a warning popup if a file is not saved or the app do not want to be closed
You can test this for yourself wine notepad.exe then type a few characters and type Alt-F4.
I had filled a slightly different suggestion before, but it’s similar enough to post it here.