Installing Multiple Linux Distributions from a Partitioned USB Thumb Drive

I have a 256 GB thumb drive which at any given time has about 255 GB free. I just don't need that much space. So I decided to repurpose it. What I want is a single thumb drive with the follow:

  1. Three partitions (regular files, a bootable partition with multi Linux distros, and an encrypted partition).
  2. Ability to boot into a variety of Linux distributions

These are my notes on how I'm accomplishing all of this. The information here may change rapidly as I learn new things or run into dead-ends.

My primary computer these days is an HP EliteBook running Windows 10.

This is not a step-by-step tutorial, but rather a guide on how anyone can use existing tools to create a "Swiss Pocketknife" on their thumb drive. There are plenty of tutorials online on his to use the tools I describe.

Disk Partitioning Tools

The only tool that worked for me was diskpart.