I'd just get a cheap small second hard drive for your PC, install windows on it, dual boot set up (keep linux as the primary drive and Grub will have Windows as an option) and use it to play Fortnite. Windows will pester about activating but if you're just using it to play Fortnite so ignore it.
I Linux main, but kept my old Windows drive and install in case I ever need it. Haven't used it in ages, but it's pretty harmless to have an old drive sitting in my PC. I don't even mount the drive in Linux, it's just there if I need it.