My conclusion from running this and similar mixed DPI setups over many years is that mixed DPI is extremely poorly tested, if at all, by all vendors. KDE Plasma on Wayland finally pretty much gets it right 98% of the time. X11 wasn't a great experience, regardless of what's technically possible.
Windows has so many annoying issues. Apps are often blurry on the low DPI displays. The mouse cursor has no concept of screen DPI, and treats the entire working area as having the same DPI, so you have to hit the "exits" of the high DPI display just right to land on the low DPI ones. Positioning a window across different displays only scales it correctly on one. There's probably more, but I've been 100% Windows free for a couple of years now.
I wonder how OS X handles it. I don't like that OS, but it sounds like the kind of thing Apple would care about getting right.