Validation rule is a tool that can be used to enforce data quality and business logic by preventing users from saving records that do not meet certain criteria. In this case, a validation rule can be created on the Opportunity object to display an error message if the Stage field is Closed lost and the Loss Reason field is blank.
References: https://help.salesforce.com/s/articleView?id=sf.fields_about_validation_rules.htm&type=5

Web-to-Case allows you to create cases from a form on your website.
References: https://help.salesforce.com/s/articleView?id=sf.customizesupport_web_to_case.htm&type=5

Support processes allow you to define different status values for different record types on cases.
References: https://help.salesforce.com/s/articleView?id=sf.customize_support_process.htm&type=5