How to boot to nvme external drive for running windows/Linux?

Hi gimany xmas,

1. Boot Camp Assistant does not support installing Windows to an external drive. However, this can still be accomplished by installing Windows onto your Mac, downloading the necessary Windows drivers onto a flash drive (while in macOS), obtaining a Windows ISO file and using the WinToUSB program (while in Windows) to image Windows onto your external drive. The Windows support drivers can be installed afterwards from the flash drive when booted into your external drive.

   You may need an external keyboard and mouse when running Windows on the external drive without the support drivers.

2. Your MacBook Pro's USB 3.0 ports support a maximum transfer speed of 5 gigabits per second (5 Gbps), which is roughly equivalent to 625 MB per second. The two Thunderbolt 2 ports on your Mac support up to four times that speed.
3. It depends whether you choose to put the drive inside an enclosure or not.
4. To specify which disk to boot prior to startup, hold down the Option key as you turn on or restart your Mac. Release the key when you're prompted to select a startup disk. Then, do one of the following:
   1. To boot the selected drive or volume once, hit Enter (Return).
   2. To set the selected drive or volume as the default startup disk, hold down the Control key as you hit Enter (Return). Note that if the default startup disk is not present at boot time, a flashing folder with a question mark will appear, and you will have to restart your Mac and set a different drive as the default startup disk.

Neither Boot Camp nor Microsoft support installing and booting Windows from an external drive. Why don't you install Windows on your internal drive using Boot Camp Assistant?

You can check the Microsoft site for Windows to Go. You can check for a portable version od Linux on the Linux distribion sites.