Your best bet is a secondary M2 slot, there are some laptops that allow for that. You install windows on the first, main ssd. Then you DISABLE that ssd (or you unplug it intenrally), you install linux on the second ssd, and then you enable back the first one. Then you can select using F12 during boot which ssd you want to boot from, by default it’d be windows.
I see you’re from Germany. Well, Tuxedo computers have many laptop models with two ssds in it.
usb wifi dongles for $7 is the cheaper solution, not the internal module. I have some and they work fine with linux.