When I was first switching to Linux, I installed Arch on a USB3 stick and ran from there for a month or two. It worked pretty well, however I did seem to have issues with I/O contention. During some read and write operations and multi-tasking, the whole OS would just hang up until the operations were done. Since moving that installation to an SSD, that issue is gone. So, it does work, it's a pretty good way to "try before you buy"", but do keep in mind that performance will suffer.
At the same time, I'd definitely recommend working through the pain of getting it setup right. When you have a problem (and they will crop up), it gives you a better understanding to work from for troubleshooting. You may also want to try our different distros. I used Arch, because I hate myself. But, that may not be the right choice for someone else. Something like PopOS could be a good choice for something that is aimed more at gaming, but is supposed to "just work". Ubuntu is a good choice for a more "mainstream" look and feel. There is no good reason to do things the hard way, unless you really, really want to. The goal is to have a functional system, don't tie yourself in knots getting there.
Stopping Windows from running, probably not. MS could stop sending updates and could deactivate it, but it would mostly keep running. And, if any EU/Russian systems were not connected to the internet (yes, this sort of thing still happens in 2025), nothing MS did would matter. Office/Azure and other cloud based services are more vulnerable. Yes, Microsoft could geo-fence those services such that they did nor work if you were coming from an IP address in EU/Russia. Though, the simple workaround for this is to install a VPN. And given US sanctions on Russia, this is probably happening right now anyway.
As much as the tin-foil hat crowd likes to think about MS having some master control switch, it's incredibly unlikely. The problem with backdoors is that hackers are constantly looking for ways to attack systems, especially Windows. If there was some sort of master "off switch" baked into the code, it's likely some one would have stumbled upon it by now. Even if it's that well hidden, it's a "one use" item with high reputational damage attached. Stop and consider for a moment, what happens when that kill switch gets used? It's going to be picked up on. People record internet traffic for fun. As soon as that kill command went out, security researchers, the world over, would be dissecting logs to find the command, and then it would be reversed engineered. That MS had such a kill switch in their codebase would cause massive distrust in MS software going forward. No one would want to take the risk of having that kill switch running in their environment, certainly not on anything critical. Also, given how bad people are at updating Windows, we'd probably see a lot of systems killed by hackers just doing hacker things. Since the versions with the kill code would be know, you'd get bored teenagers searching Shodan for vulnerable systems and sending the kill command for fun. And all of this would be "Microsoft's fault" for having the backdoor. It would be a PR nightmare. And since everyone would now know what the kill command looked like, anyone who mattered would install filters to block it at the firewall. So, it got used once, caused some damage with a lot of damage to MS's reputation but is now neutralized. Was it worth it? Probably not to Microsoft.