fish.exe works on Windows just fine if you install it as part of MSYS2, which I prefer anyway to the kludge that is WSL.
I mean, it works and gives a somewhat decent Linux CLI experience but personally I stick with MSYS2 whenever I can so I have a single env to deal with.
After we hit the third "Linux"-bug that turned out to only happen in WSL, I suggested to maybe just install Linux in a normal VM. Clunky, yes. But at least it has a clear boundary. Unless you move something across it, everything will just work.