You should know that Win10XPE supports Windows 10 or Windows 11 original x64 or x86 ISO sources, and it is available for download here. Once you have these items ...

Plug in the USB drive to the MacBook port ... a similar tool-Recovery Drive – that allows you to create a rescue disk in Windows. Make sure you always one next to your computer all the time.

Windows has a built-in tool to help you quickly ... That said, having a Linux rescue USB is just a matter of having a bootable USB drive installed on the Linux distro of your choice.