2 questions: If i run ubuntu alongside windows, could windows malware infect the ubuntu?
Do you mean installing ubuntu from usb stick? Wouldn't it be real slow if your entire os is on a usb stick?
1. Malware are Operating System specific, no operating system have the same vulnerabilities.
2. There is this thing known as a live cd/usb , basically u install Ubuntu on USB and just boot from it aka portable Ubuntu. And yup you are right it will be slow.
Personally I suggest dual booting, Ubuntu on one partition and Windows on the other. Linux is always best for crypto related stuff due to less garbage processes running, you can always have the bare minimum on linux
Hopes it clears any doubts