I am using Windows on a Mac running Parallels. I run Parallels off an external 1TB SSD. It is fast enough that you don't have to run it on a more expensive Thunderbolt drive. I would look at a 1TB drive with an external enclosure that offer you the right price/value. I use both 3.5" drives as well as NVMe storage and both work well.

I have Windows on this Samsung 870 for $99