Should it be necessarily Apple? (Intel) Or will Windows & AMD do the job? (Laptop)

Your best bet is to wait for Windows 11, Alder Lake and the M1X chip. 

Microsoft should have a few commercials with Nigel Tufnel saying "it goes to eleven".

Here's the deal:

I do not recommend the Intel-powered MacBook Pro at this point because it will be phased completely out of production within the coming months, and it will not be updated at all (hardware-wise) beyond the current heavy-power-consuming 10th-gen Intel CPUs (not even a refresh). You see, the 10th-Gen Intel CPUs are the very last gen of Intel mobile CPUs that remain on the now-seven-year-old 14nm manufacturing process that dated all the way back to the 5th-Gen Intel CPUs (Broadwell) in late 2014. The 11th-gen Intel mobile CPUs use the newer 10nm Tiger Lake architecture that made its debut in the quad-core low-power Intel 11th-Gen U-series CPUs last year.

This has some laptop discussion
https://community.adobe.com/t5/video-hardware/premiere-pro-hardware-articles-to-read-before-you-buy-or-build/m-p/11557686

This is just my two cents. Keep in mind that several people use Macs without issue, and that I even use a Mac at work. If you are fully invested in the Apple ecosystem for other reasons (iPhone/iPad/etc.) then maybe this makes sense.

Personally though, I think a PC is a better value (and what I use at my home workstation). Namely because for a lesser price you can get a higher end system. That said, to answer both:

What is Premiere most compatible with?

I would argue "both". Adobe apps are designed to work on both operating systems, and to their credit Adobe does a good job at updating their software to leverage the ecosystems of both operating systems. Other than the value proposition I mentioned above, there's nothing inherently better about running on Mac vs Windows.

I simply need fast playback time with colorgraded 4K footage and several masks etc.. 

This will come down to your workflow. For example, most machines would struggle to playback 4K footage of some codecs with effects applied. So, best practice is critical here: create proxies or intermediaries, render previews or "render and replace" when finished with a high number of stacked effects, etc.

An important factor is how the CPU works with the GPU together and so on. But I'm not that deep into the subject so.. anyone knows what's going on there and whats the best option now? 

Previously, the CPU was much more critical than the GPU. I'd still say it is this case, but more and more GPUs (and NLEs like Premiere) are starting to leverage the GPU more than ever. GPU Acceleration leverages the GPU to assist with the generation of effects that support GPU acceleration. Hardware Decoding leverages the GPU to assist in decoding some of the harder to work with codecs like H.264/H.265, and Hardware Encoding doe the same for encoding those codecs. So, the GPU definitely helps now, and it's nice to have one that is up to par.

The best thing I can drive home is: a high end computer is not a substitute for best editing practices. Just keep that in mind. I will say, while laptops will typically have less power available to them compared to desktops, you are looking at some well-speced laptops. As you can see, you're getting more bang for your buck for the PCs compared to the Macbook Pro - and I'm guessing those are similarly priced. That's why I mentioned my first point about better value. You're really paying for the "Apple Ecosystem" at that point.

Hope this helps!

Moved to the Video Hardware forum.