Windows To Go was discontinued back in 2019 so it's not really something that has been maintained or updated for a long time
https://en.wikipedia.org/wiki/Windows_To_Go#Discontinuation
Apps like Rufus (Windows only) are still able to create that sort of boot USB but it's sort of a non supported feature, wouldn't be surprised if it just stops working one day.
On Linux Ventoy is often used for this - it does have a persistence plugin but not for Windows https://www.ventoy.net/en/plugin_persistence.html
I haven't tested this idea, but maybe you can run a Windows VM within Linux, enable USB in it, download Rufus in it, then you can create your non-official Windows To Go boot disk that way? Could be something to try if you never find another solution.