On windows I think you need a HDMI dummy plug as others mentioned here before but Linux has to have a way to run headless. You can run Linux in Qemu without a connected display. If you find anything on why it’s not booting please let me know!
I did dual boot and I can recommend trying it if u have the space. The way the boot menu on mac works, you won’t notice anything if you continue using macOS. Most of the hardware does work but there are some minor issues. By default I think it uses KDE which is fine but compared to windows or MacOS window manager it sometimes does funny stuff. At least on my system