I would probably run proxmox if I was you and kit your device with extra peripheral cards that you pass through to the VM, with ZFS you can snapshot your vm volumes and proxmox has builtin support to do full backups and either store on your local machine or ship them off to a remote location. If you pass the GPU through to Windows you're going to be essentially native speed along with great security and flexibility. If you want to have multiple windows machines you could just rdp them unless you need GPU acceleration in them too.
If you're working on a laptop I would not recommend ZFS, ZOL doesn't implement freeze and thaw.
I could be remembering this wrong, but I'm pretty sure proxmox + zfs doesn't let you roll back to a snapshot that has child snapshots. If you're coming from vmware (or probably virtual box, I honestly can't remember), then the ability to be able to jump back and forth between any snapshot and branch off form there easily is really convenient and a bit jarring to loose.
The thing with proxmox is that it's quite open, you could manage ZFS snapshots outside of the proxmox system if you want, I haven't tried this specific with proxmox, I run NixOS with ZFS root and libvirt for managing the guests (vit-manager and virsh).
Would you still recommend this if it was a mobile workstation [1], doing a mix of at-desk work and mobile work, utilizing peripherals like docking stations, and I was running nearly constant compute intensive workloads (Matlab)?
Proxmox is basically Debian plus some VM hypervisor stuff. So your question really is would someone recommend it if they're running Debian, as all that desktop environment stuff would be outside of what proxmox manages.
Debian is super reliable - potentially the most reliable linux distro - but this wouldn't be a turnkey solution or anything (for example PopOS, based on Debian via Ubuntu, focuses more on the out-of-the-box experience). I don't know if Debian can handle your particular needs, but my assumption is that if any distro can Debian can - it just might take some time.
Personally I love proxmox as a main operating system, as I can get everything from broader Debian/Ubuntu/PopOS environments and learn a lot about Linux too. But, it has taken a lot of my time, so I'd only recommend it if you wanted to invest the time.
If you're working on a laptop I would not recommend ZFS, ZOL doesn't implement freeze and thaw.