

Sounds reasonable.
The Samsung 870 EVO should be comparable, if not even slightly better than the MX500 (1GB DRAM cache for the 870 vs 512MB for the MX500, and rated for 600TBW instead of 360TBW for the MX500). Samsung had a spate of failures with their 990 NVMe drives a while back, but aside from that they have a good reputation for reliability overall. I used one of the prior-generation 860 EVO drives in a laptop of mine for years and never had an issue.
Team Group is a decent budget brand in my book. Taiwanese-based memory seller who make both SSDs and RAM, even micro SD cards and flash drives. They have an actual product portfolio instead of just one or two models like the no-name drives. I have used their 4TB MP34 pcie gen 3 drives before with good success (now discontinued, but at one time they were one of the cheapest DRAM-cache NVMe drives available), and I have one of their MP44 gen 4 HMB drives in my current laptop.
There is no shame in dual booting. That will give you the freedom to find alternatives for everything in your workflow until you stop needing to boot into Windows at all. The preferred way is with a separate physical drive, because windows updates will sometimes overwrite the ESP partition or do other weird things which could break your Linux install.
Not an expert in that, sorry. There are plenty of articles online for alternatives for all of those.
Linux has no trouble reading NTFS. I have an NTFS network drive, and on my dual boot laptop I can simply reach into the NTFS partition on my second drive and grab files from it from Linux (Windows cannot read the Linux drive, though).
Not sure on those specific models, but I have a Behringer UM2 and Linux detects and works with it just fine.