Some general wired-connections technical info…
I suspect you’re going to have to buy one and try.
Thunderbolt is a PCIe bus extended outside the processor. You can connect an external PCIe card cage / expansion chassis, for instance. Thunderbolt buses can be daisy-chained.
Thunderbolt has several different versions, currently Thunderbolt 1 through Thunderbolt 4. Thunderbolt 1 and 2 had a Thunderbolt-specific connector, Thunderbolt 3 and 4 use USB-C connectors.
Thunderbolt also provides both DisplayPort, and power. DisplayPort is an audio-video connection.
While Thunderbolt can be daisy-chained, any DisplayPort device must be the last device on the bus.
USB-C is a connector spec. USB-C connectors can be used for different protocols that can provide for power delivery, for Thunderbolt (with DisplayPort), and for USB 3.x or USB4 connections.
Different USB-C host connectors and different device connectors can have different protocol support. USB-C is the connector. What runs through the USB-C connector and USB-C cable can vary.
When in doubt about a USB-C cable, a passive USB-C Thunderbolt cable is usually the right choice. Even for USB 3.x and USB4 connections. Some USB-C cables can be limited to USB 3.x or USB4 and power.
HDMI is a digital audio-video connection.
You’ll need a Thunderbolt, DisplayPort, or HDMI connection and display to display protected content; DRM’d materials. You won’t be able to view high-resolution protected content on any non-DRM’d or any analog connection.
Another option is a monitor with a built-in KVM. Samsung CJ89 series monitors are one such, and at least some of the Dell UltraSharp USB-C/DisplayPort monitors.
There are KVM switches and I’ve had mixed success with those. Of those external switches I’ve worked with, I’ve had the least issues with Vertiv Avocent, and with IOGEAR. (Some of my host connections are… unusual.) I’ve not used USB-C/DP monitors.
Whichever KVM or KVM/monitor you pick, make absolutely sure the connectors line up with what you have, and that the switch explicitly supports both Mac and Windows.
In addition to a keyboard and mouse connected to the KVM, have a keyboard and mouse that can be connected directly to the Mac and Windows box (as mentioned in a previous reply), if that’s not the same keyboard. This if something goes wrong with the KVM or its cabling.