I haven't checked the Windows version of Krita yet, but I did an experiment with installing Linux Mint on a 16GB thumb drive. I installed and ran Krita as well as Kdenlive and Cinelerra...all worked fine. I would recommend using a USB3 drive though.
I'll have to do a lot of playing with the programs, but it was a very promising test. The combination allowed me to create and edit OpenEXR images and edit HD video...would definitely help with my project. I made a quick OpenEXR image, saved it to a Windows format thumb drive (I could have saved it to the main drive, but I was being careful the first time), booted Windows and used it as a decal in A:M. So, I should be able to go from one OS to the other pretty easily.