So my Windows work PC is connected to the company's AD. VPN Connection is done with L2TP with PAP and a Yubikey.
I'd like to work from within a Linux environment if possible but need access to the files on the network drive and connect to a terminal server via VPN and RDP.

Is there a way to set this up? My first idea was, maybe a Linux VM could be configured to share the host PC's external network adapter so from the outside it looks like the Windows machine is connected?
If there's no other way, maybe WSL can be set up with a full screen X Server running on Windows (or is running Wayland in WSL somehow possible?)

I'm fishing for ideas here, and really just need some fitting terms to google, any help is appreciated.

Questions about violating company policy can be disregarded at the moment. If there is a way to set it up, I'll ask my boss before implementing it, but it's a small shop so the need hasn't arisen for anyone else yet. To be clear, this is not about circumventing restrictions on computer use, just about working in an environment I'm more productive in.