Windows VM on Linux with dedicated GPU and memory

The VM is an alternative, but it's impossible to tell which solution will be the best for performance, at least not without doing a benchmark. I don't think that a dedicated drive is a must.

You can find the details on doing so under Ubuntu in the article
Beginner friendly guide to windows virtual machines with GPU passthrough on Ubuntu 18.04.

You should check well all the requirements of such a setup. You would also be unable to use the passed GPU in the host, so the computer will need to have at least two GPUs.