So, basically I'm spitballing and have no real answers to your questions, sorry. Just wanted to reply and tell you I'm probably wrong about there being MBA + dock issues.
I used a Dell dock for years alongside my desktop, using 2 monitors to my laptop and 1 for my desktop. I'd like to get a TB3 dock and do that just as you are. And while unlikely at this point, given how much I like my Samsung, I may eventually have a Macbook Air. Which is not the best device but definitely a top tier throwaway easy-chair machine if not a little limited for the money, not having a 360 degree hinge.
Unfortunately there's tons of issues with egpus in Bootcamp installed Windows. I didn't realize it'd be so drastically different from a vanilla install.
I loved my old Samsung S9 laptop. That thing cost a small fortune but it was so powerful for its size.
My desktop is a Ryzen 2700X with 32GB of RAM. I really would like to pickup a TB3 dock at a point but am currently using RDP to my work laptop. Which works well enough over the local network.
What I wanted to respond to was your point about having your work machine be a powerful laptop so that you're prepared. I've been mulling over ditching the desktop for a Thinkpad X1 Extreme for the same reason. While I could remote into my desktop in a rare coffee shop scenario, it wouldn't work out if it were happening often.