Lots of opinions on the windows vs Linux debate.

I personally run mine on a Linux box secured.

I use sparrow on my laptop and connect to my btc node over the network to send transactions out and read in updates.

You have to trust sparrow doesn’t have any vulnerabilities on it.

You also have to consider your risk tolerance. If you are stacking for cold storage a significant amount you probably don’t want to run other things there.

Just my 2 sats.