GPU passthrough is still a pain in 2024 even though they can be easily shared via containers through CDI.
Do you know if you can use a vGPU (sometimes listed as 3D acceleration) instead? Or do you need straight access to the end GPU for the application to work? Otherwise you can actually split your GPU to allow multi passthrough, but it is a bit complicated. Someone made an automated script if you want to try at your own risk: https://github.com/ilayna/Single-GPU-passthrough-amd-nvidia
If you go the windows dual boot route, the easiest setup would be to use WSL to mount your root volume and chroot into it to sort of emulate having your distro run on WSL. No idea what capabilities would work or not, but all userspace functionality should in theory be functional.