I use a Windows 10 "Windows to Go" USB (SSD in enclosure) created by Rufus. Any app can be installed on it for diagnostics or recovery, it's the full OS. Only issue is that it usually needs to load new drivers on first boot (automatic but a delay), and sometimes needs to reboot to install those drivers before getting to the desktop. Annoying because you need to be watching to use the boot drive selection key for a second time!