I don't think Windows will spy on Linux, but you never know, as we don't have the source code of Windows to look it up. If you get ransomed, they can lock the whole ssd, even if your Linux partition might be encrypted already. And even if you have Linux on a separate ssd.
To prevent all that, practice good use of Windows without going to questionable websites or downloading apps from random places. But the best would be to either have a different PC for Linux. You can buy a small factor PC for $99 these days, brand new. Or, each time before you boot into windows, you disable on the BIOS the SSD with Linux in it. This way, no Windows malware can "see" that there's another SSD there, so they won't be able to lock it. Unless of course they lock your BIOS too...