Valhalla plugins are restricted to Windows or macOS, unless you are willing to use a Windows VST bridge such as yabridge.
No reason to get 5 pin DIN MIDI at this point; almost all devices offer USB MIDI and its as good as DIN MIDI in almost all scenarios.
[ EDIT: VCV Rack ] 2.0 will be out "soonish" which will offer an "official" VST (and if we're lucky, LV2 also) plugin, though at a price.
People's mileage will vary when it comes to the DAW. As the author of another (libre & open source) DAW, I get emails that vary from "Oh my god, I've used X and Y and Z and yours is so much easier to use and incredibly fast and reliable" to "how can you look at yourself in a mirror when you make such shit software". Reaper works for a bunch of people, but not for another bunch, as is the case for most DAWs.
almost all devices offer USB MIDI and its as good as DIN MIDI in almost all scenarios
DAWless setups are definitely a thing, and you need DIN MIDI to connect the keyboard directly to a sound module (USB can only be connected to a computer).
But the setup being described doesn't involve any sound modules, and for general ease of use and extensibility, I would say that at this point USB MIDI probably wins. If you want to go to a sound module of some sort, there are some cheap and reliable USB->DIN MIDI cables available (along with some cheap and totally unreliable ones).
USB → DIN MIDI adapters are expensive, unreliable (they may or may not work, depending on how the MIDI over USB device exactly converts MIDI in to USB), and another moving part to have in a recording studio.
It is a $50-$100 extra investment to get a quality keyboard with DIN MIDI, but those quality keyboards come with better software and have a better build quality to them.
It’s a lot better to spend the extra money up front to get a keyboard with a DIN MIDI connection (e.g. an Arturia Keylab or Novation Launchkey) than to have something which will need a hacked together USB-to-DIN box (and I notice I haven’t seen any names of make and models of MIDI USB to DIN boxes which supposedly will always work) if they ever want to go DAWless.
I have a bunch of older stuff that only has 5 pin MIDI. The adapter I use is made by Yamaha, it hasn't let me down even once over a year and a half of pretty heavy use.
USB to Midi cables usually still need a computer or a synth with USB host functionality.
You can not connect a USB Midi controller to a 5 pin din midi synth.
Some synths offer a USB Midi host functionality like the 1010music Blackbox, the Deluge and most of the Raspberry Pi based synths like the Monome Norns.
• Get Reaper. It’s a mainstream DAW, is fully functional, a free download, and only $60 to register after 90 days.
• Valhalla Supermassive for reverb: https://valhalladsp.com/shop/reverb/valhalla-supermassive/
• The VST fork of VCVrack for a modular synth: https://github.com/bsp2/VeeSeeVSTRack#downloads
I would get a keyboard controller with full sized keys and a 5-pin DIN MIDI out for just over $200, but that can come later.
One thing to avoid is the rabbit hole of concentrating on what gear to buy over actually making music with the gear.