Honestly, I'd recommend anything with KDE Plasma, as the shortcuts are dead simple to set up. Personally, I use Aurora on my non-gaming PC and Bazzite on my gaming PC. They're both Fedora Atomic derivatives, which really means the system itself "just works". You can set up Win+V in the shortcuts section of the settings to launch the Clipboard Manager, which I believe is what you're looking for. As for the VM, use a KVM manager (like virt-manager). It will have native functionality for all your needs there, though I can't remember if shared clipboard is bidirectional or not (though that could likely be fixed). I can't recall if it's installed by default on either Aurora or Bazzite, but if not then you can just install it from the software store. Most things a normal user would want to install are available in the built-in software store (no going to websites and downloading dangerous exe files), and if something isn't, then with Aurora or Bazzite, you can either check for an AppImage from the program's download page (which is kind of like a portable exe in Windows), or layer the package. Layering is generally a last resort, as it can make updating take longer and cause inconsistency across installs, but to do it, you can just look up "how to install [program name] in Fedora" and swap the sudo dnf install for rpm-ostree install.

The great thing about the atomic distros I recommended are that they're generally "just works" distros with all the codecs, drivers, and such installed by default. They're also very resilient and stable, and if anything breaks, you can select the old version in the GRUB menu on boot to revert back to a known working version of your OS and then just rpm-ostree rollback in the terminal. Updates can happen entirely in the background, and while they need a reboot to apply (as would also be required with layering a new package), the boot time is not affected. The update us applied while booted with no disruption to the user, and when it reboots, the OS just switches to the new, updated branch. No "Updating... Please wait" screens. You wouldn't even notice an update.

I tend to recommend atomic distros to new users, as they're far less prone to breakage, thus causing less frustration. Hope this helps!