A few questions about sharing external storage with Windows and Qubes

Long post; skip to the questions section for tl;dr

I’m trying to dual-boot Qubes and Windows.
I want my boot files on an SSD while having the rest of my user files on an HDD, for both Qubes and Windows.

I’ve read through the documentation on how to dual-boot Windows (https://github.com/Qubes-Community/Contents/blob/master/docs/configuration/multiboot.md) which implies that another OS is already installed.

Both drives will be formatted so this will be a fresh start.

On Windows, I want the Users folder and maybe even the Program Files and ProgramData folder on the HDD.
This is best done when doing a fresh install of Windows. (the tutorial on how to do so: https://www.tenforums.com/tutorials/1964-move-users-folder-location-windows-10-a.html)

I’ve read through the documentation for secondary storage for qubes (https://www.qubes-os.org/doc/secondary-storage/) and it seems that to use it I need to wipe the HDD.

Therein lies my dilemma. To install Windows I need to have use the HDD, but to use it for Qubes I need to wipe it. The obvious solution would be to install Qubes first but I am quite new to the process. I was only barely able to install Qubes after a lot of research and trial and error. The only thing I know about logical volumes and thin pools are from the documentation.

Will windows be able to recognize the LVM thin pool or volume group, etc.?

Can both Windows and Qubes share the same storage section, and can they both share a filesystem? (ie. NTFS)

If not, what filesystem would the Qubes secondary storage use?

I would like to be able to access some user files across operating systems. That sounds terribly insecure, and I think having a qube as medium of transfer could be a possible solution.
How can I implement a secure way to transfer files between OSes in a secure manner natively? (If it isn’t feasible I’ll just have to resort to using a USB I suppose).

What would be the basic steps for a Qubes first dual boot installation?

I’ll add more questions as I come across them.