router Coaxial router and UTM all in one?
By “coaxial router” do you mean something that has the coax modem builtin? I know Cisco makes some very high end business routers/firewalls with the modem builtin, but for custom devices based on normal server hardware there isn’t any options for DOCSIS 3.0+ - there were PCIe card modems for DOCSIS 2.0, but most ISPs are dropping support for 2.0. So really you are just talking about a business grade router.
For what you are talking about doing, premade router operating systems, like PFSense and Untangle, will do exactly what you want. PFSense is a little limited and painful to set up for the IDS/IPS role, but it can be done with either suricata or snort. PFSense is free unless you want to pay for direct support - normally only needed by businesses. The makers of PFSense, NetGate, also offer a number of appliances that have PFSense preinstalled, however since you are interested in a lot of features that require a lot of processing, I recommend you go with a multi-core and recent x86 system. I am less familiar with Untangle, but my understanding is that they offer a more traditional subscription based rule update system. Untangle isn’t free, but they have a home-use license for $50/year that includes all modules/features. I believe they also offer both appliances and the raw OS for install on custom systems.
If you really want to start from scratch, then any server-centric Linux distribution will work, you can pick what works for you. I prefer CentOS, but there is also Debian, Ubuntu Server, and many more. A YouTuber I like recently did (and might still be working on) a video series for making a router based on CentOS. Here is the first video in the series:
I’m not sure whether he will show how to do full IPS with something like Suricata or Snort - you may have to figure that out yourself.
EDIT: I just noticed you also mentioned a game server. I don’t recommend mixing that in the same operating system. But if you buy a fast enough server, you can first install a hypervisor like ESXi, XCP-ng, or ProxMox, and then install the router and game servers as separate VMs. When using PFSense in a VM, you need to do some tweaks: https://docs.netgate.com/pfsense/en/latest/virtualization/index.html
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