The most common suggestion I see for OS etc is tails on usb and I know the pros to it. I also know why windows isn't great. I just much prefer whonix to tails. Couldn't I have Windows on a flash drive with virtual box and whonix the same as tails on a flash drive? And if shit hits the fan just swallow it?
I don't even think you can have windows on a flash. You can do it with Linux like Ubuntu. Just make sure you encrypt the VM storage area in virtualbox with veracrypt. I've used this with success.