You need a graphics card or smth to even have the ability to have >3 displays. Some Macbooks have a 2 screen limit, so if you want to use only external monitors you have to close the lid. PC graphics generally allow at least 3 screens. But thunderbolt usb is an option.



Linus Tech Tips did a video on having windows alongside macOS on the smae machine. They did it by having both as VMs on a barebones linux machines. Theoretically you could then dedicate each one of the operating systems to an OS, and run linux, windows, and mac side by side. My guess kn feasibility: very hard.
https://youtu.be/EozeSDeV3Vo