Ubuntu 20.04 + WIndows 10 Pro + disk encryption

I have done a similar setup with Windows 10 and Ubuntu 18.04, following the instructions provided by Paddy Landau (https://help.ubuntu.com/community/ManualFullSystemEncryption). Mike Kasberg provides similar instructions for Ubuntu 20.04 (https://www.mikekasberg.com/blog/2020/04/08/dual-boot-ubuntu-and-windows-with-encryption.html).

In outline, the steps are:

1. Install Windows 10 in a suitably-sized partition, or, if already installed, shrink the Windows partition to create space for Linux.
2. Create two new partitions: a) boot, b) Linux system & data.
3. Encrypt the Linux system & data partition using LUKS. You'll need to provide a disc-encryption passphrase.
4. Set up an LVM within the encrypted partition, to include a root filespace and a swap space.
5. Install Ubuntu using the standard installer. Configure the partitions to point to the existing boot partition, root filespace and swap space.
6. Set up /etc/crypttab and run update-initramfs so that the system will know how to decrypt the LUKS partition the next time you boot.

Having done this, when you boot the machine, you'll be taken to the grub menu. If you choose Ubuntu, you'll be prompted for the disc-encryption passphrase. If you're not using BitLocker on your Windows partition, then you can alternatively boot into Windows from the grub menu. If you are using BitLocker, then you wont be able to go via grub - instead you'll need to go directly into booting Windows from the BIOS, typcially by pressing F12 when you start up.

This arrangement gives you encrypted Linux system & data and swap partitions. The boot partition is not encrypted.

When switching between the two operating systems, you must ensure you do a proper shut down. If you just do a hibernate (from Ubuntu), and then boot into Windows, you will find that the boot partition gets corrupted. Beware! The corruption can be fixed, but requires booting Ubuntu from a USB stick, and entering a dozen or so commands.

If you have Windows 10 already installed, you may run into problems when attempting to shrink the partition. The Windows 10 Disk Management tool is liable to tell you there are "unmovable files", and it may limit how much you can shrink the partition. If you want to shrink the partition more than this, you need to disable System Protection. Then you'll find you can shrink the partition some more. You may need to do it in several small steps. When you're done, re-enable System Protection.

This is just an outline. For full details, see the links at the top.