I myself use a custom scoop bucket, but what it does can simple be done without it.

1. Choose your disired precompiled elixir version from https://repo.hex.pm/builds/elixir/builds.txt
2. Download from e.g. https://repo.hex.pm/builds/elixir/v1.12.3-otp-24.zip
3. Extract and set the bin folder to your windows path

Edit:
Of course you have to take care of the runtime Erlang version installation separately.
No, creating a release on native Windows for Ubuntu won’t work.
But creating a release for Windows within a Docker container won’t work ether in my view.

I don’t feel qualified answering all of your questions, but for this one: Using a tool like Docker Desktop you can run both windows images and unix images on a Windows host. As far as I know you cannot manage them at the same time but I frequently switch between “using windows containers” and “using Linux containers” depending on my current needs

While the installer may not be that flexible you can always compile from source: Windows · elixir-lang/elixir Wiki · GitHub

The installer is just a convenience to hide the complexities involved for windows users and the (pre-)build versions only support the lowest supported otp version.

For elixir-desktop I also needed recent windows binaries, so I did contribute a GitHub CI job for windows some time ago. So you can get the most recent Erlang binaries directly from the official OTP GitHub Repo. Just go to the commit of the release you want, click on the green CI checkmark and choose “artifacts” from there. E.g. this is the link for the 24.0.5 build:

https://github.com/erlang/otp/runs/3200506702

For Elixir, I’m not sure whether it changed but if I remember correctly it will just use whatever Erlang version is in your System PATH variable. So if you use windows native just set the path environment variable to the folder where your erl.exe is.

If you’re using msys2 (which I recommend) then you can make the change in your .bashrc

Cheers!