Hey,
I believe I explained what I did in this thread: Persistence not working on USB? (Zorin OS 16.1)
I used Ventoy for this and made the persistence file straight from the 'Try Now system'. Then I think I saved the whole file on my SSD, booted to Windows SSD and transferred the persistence file back onto the USB stick.
Again, I don't remember the steps exactly anymore, but I could recreate them, if anyone needed help.