Just if somebody would like to do this. We are on a free world and people that dont like should just not read. For me it is my prefered configuration. So, bootmenu from bios selection directly, 1 USB stick on USB3 port with Batocera, one USB SSD disk with about 32GB Windows10 installed and a big shared volume for Batocera/Windows combined in NTFS.
No Sata3 connected, as USB3 reach this speed and less cables through the board, as you dont need data/power connections separately.
Also no complicated boot modus, because the operation systems are on different drives and easy to configurate in bios. To here, most PC's are on the same level. I dont talk about the Batocera stick, everybody knows how to do it with Etcher. But more tricky is the windows part.
Becaus if you try to install windows10 the traditional way, you will fail with an error "Windows cannot be installed.......to disk connected through an USB or IEEE 1394 port" Its just refused by Microsoft.
Dont try WIndows to go, it will put you a horrible mess on all your disks connected. What is the solution ? you need first a Windows10 iso file (about 3,6-4GB ) and also a tool that will make the deal, called WINtoUSB (Hasleo) free version. And last but not least a partition manager as for example Minitool Partition Wizard.
Concerning the iso file, if it is a last version, WINtoUSB want paycheck, so try to find an earlier version of the Windows10 iso file and dont download with MS Mediacreationtool, it is not important, all updates will be made anyway.
1. To start, your disk must be just one unallocated space. After you create 3 partions on the disk :
a) One partition about 400MB in FAT32, no-name and give it a drive letter. It will be the boot partition.
b) One partition about 32GB in NTFS with volume name and drive letter. It will contain Windows10.
c) One partition about the rest of space in NTFS with volume name and drive letter.
It will be your shared space for Windows and Batocera. This space can just be shared if Batocera is on a stick, as external drive.
Now still time to decide if the disk should be with MBR or GPT partition table, before you format the 3 partitions.
You start now WINtoUSB and take the first selection (from iso) and give the file address to the program.
In second page you select your destination disk, the boot partition and the system partition that you created.
And push next. Windows system will be copied to your USB drive, and the program will show you 100% at the end, you have a ready to install Windows10 USB drive.
Now, you must connect your USB drive and reboot and directly put it as first device in the bios bootmenu, save and exit bios, and after the real installation process for Windows10 will start on your disk.
If at a certain point it stucks on a "Just one moment" screen for long or very long time, try another PC. At the end you have a clean Windows installation on your now bootable USB disk.
Again enter the bios and change the boot order, Batocera should be first and as such boot automatically, but if you enter the bios boot menu with (F6,F7,F11 ?) you have the choice of your fresh installed Windows.
What is the interest ? Ok, you have also Windows now together with Batocera on your console. But more easy, you can from now on manage without network connection your data in the /recalbox/ folder. And search for bios or roms over internet and download directly into your game folders. Or just edit files offline. Or..