macOS, Windows, and shared volume on same drive

Basically a follow-up to the question I had here:

https://www.reddit.com/r/hackintosh/comments/cbwp6f/shared_volume_between_windows_and_macos_on_single/

1. It was stated that having macOS and Windows on the same drive could lead to issues due to how Windows applies updates and messes with the EFI volume. Does installing macOS first prevent this?
2. If I use something like Paragon so I can write to an NTFS volume from macOS (or from Windows to an APFS or HFS+ volume), does that provide enough performance for streaming audio files to? For example, using Logic Pro X and recording project files to the NTFS volume?