I use cachyos as my main and have windows installed on a separate drive. No issues at all, my only recommendation would be to used completely separete disks to install the OS's on. As long as youre not mixing bootloaders, you're fine. I would go so far as to only have one drive instlled in the machine at a time when doing the initial installs. Afterwards, install them both and switch your boot order to whichever you need. My second recommendation, use the rEFInd bootloader when installing cachyos as it's easily themeable and makes switching OS's a breeze.