Here's reality:
This laptop won't stop Windows exfiltrating your data. These x86 systems are leaky, they require sizeable amounts of low level binary firmware to even boot, and proper isolation is near impossible. Try sticking a PCIe diagnostic system on an open PCIe slot and sending commands to the WiFi or Ethernet card -- most likely it'll respond [1]. Then consider the firmware in the various controllers attached to the PCIe bus, including your GPU.
It's probably a violation of your game's anticheat system to try to sandbox it. It's definitely a violation of the NVIDIA driver EULA to run it in a virtual machine, unless you pay the enterprise driver license fees and use a server grade adapter. The kind of adapter you won't usually find in a laptop, by the way.
This is a topic that I find very frustrating. We all know you want to do the above. It can't be done without license violations all over the place, or head-in-sand make-believe "security", on modern x86 hardware. No wishing, hoping, etc. will make this change.
[1] Yes, this is known to happen on specific x86 systems that I have personally tried (in that case, it was a malfunctioning GPU writing to the disk controller!). Invalid cross-device access was also tried on a POWER box, where the invalid accesses were blocked and logged as intended.