You can install Windows (not Windows To Go) on a large enough USB drive and still use the USB drive for other things using Ventoy:
Just watch out for the shenanigans it will pull on your Linux install, but it won’t destroy it and it only needs to be fixed once.
I installed it from a valid Windows 10 Educational VM and it seems to be fully activated. It’s full-fledged Windows and can run any GUI normal windows can.