Hmm I think your issue is specific to Windows Sandbox. I've only ever used full VM software (Microsoft Hyper-V, VirtualBox, etc.).
Never touched Windows Sandbox but it sounds like a sort of hybrid VM/Container thing.. I could be wrong :) hopefully someone else knows more about using that or maybe you'll need to post in another community to ask about it.
EDIT: Looking into it a bit more, Windows Sandbox isn't actually a VM. So you're really asking if you can run multiple apps (VPN+torrent client+whatever) inside a sandbox app like Windows Sandbox..I don't think that's how sandbox apps work, they usually are for sandboxing a single app, so you may need to experiment and figure it out. Everyone looking at your post is thinking you're asking about VMs, not sandboxes :P
e.g. see this https://superuser.com/a/1775271 answer
My suggestion is to install Ubuntu with whatever desktop environment works for her. Since you're using Ubuntu too, and you're essentially going to be her tech support, it'll just be easier all around to stay on the same distro at least for now.
More importantly, how Windows-centric is she? Some people may prefer Gnome since using it is just a bit less complicated to use without needing to set a bunch of different settings. But if she's expecting the Windows style start menus and such then maybe she'll prefer KDE. Or there's always installing Linux Mint's Cinnamon on Ubuntu, Cinnamon would be easier than KDE for a ex-Windows user I suspect (https://ubuntucinnamon.org/ also exists apparently).