Unless you are on Enterprise version you cannot stop the data collection. Even then, I do not trust Microsoft. For OP: https://teksyndicate.com/videos/gta-v-linux-skylake-build-hardware-vm-passthrough
Give this a look.
If you can select boot devices, there's a way to replace the Ease of Access exe with command prompt and get your way to change the password with explorer.exe
Take a look into GPU passthrough with KVM on linux to essenially run Windows and Linux at the same time on one PC.
My setup is giving me 98%+ gaming performance with 0 compatability issues. Many times better than any other option. KVM is a special type of virtualisation which allows you to pass hardware handles directly to the VM. http://vfio.blogspot.com/2015/05/vfio-gpu-how-to-series-part-1-hardware.html
I am currently running 15.10 Xubuntu (downgraded to 4.1.6 kernel because 4.2+ currently breaks PCI passthrough) on an i4790K with motherboard chipset Z97 and a 7700 Radeon GPU. I have 2 screens on my CPU integrated graphics and my main screen for KVM passthrough.
I have 2 sets of keyboards/mice, and I will soon get a PCI sound card and mixer so I can have complete audio from both operating systems.
My KVM is running Windows 7 with 6/8 CPU cores/threads, 6/8G of RAM, and its own HDD.
This is a very advanced method but the results are great if you can get everything working perfectly. I have spent many hours trying to get this to work, maybe this would be an interesting video series for Linus?