I used to do stuff like this back in the day with Fvwm2, but less at the desktop level and more at the application level. You can set applications (windows really, and by title or id) to either be sticky to desktop or screen, etc. I had my mail client follow me no matter the virtual desktop I was on, but let other windows be anchored to the virtual desktop.
Honestly, I often miss Fvwm2 and my config in its power and simplicity, but Windows long ago became "good enough" and since the heavy apps I really care about (mail client, browser, maybe an IDE if I'm not using vim for the project) are cross platform (which they all are), as long as there's a good SSH client I'm good, and Windows Terminal plus built in OpenSSH shipped with windows works fairly well.
Honestly, I often miss Fvwm2 and my config in its power and simplicity, but Windows long ago became "good enough" and since the heavy apps I really care about (mail client, browser, maybe an IDE if I'm not using vim for the project) are cross platform (which they all are), as long as there's a good SSH client I'm good, and Windows Terminal plus built in OpenSSH shipped with windows works fairly well.