As for WiFi NAN: support for it seems rather limited outside of iOS and Android. From what I can tell the feature is barely tested on Linux and I can't find any generic Windows APIs for it either.
I've definitely used STA and AP modes concurrently on my Windows laptop with the operating system's built-in internet connection sharing function to help troubleshoot a problem in the field.
That was around a decade ago. It didn't take any extra effort on my part; I just told it to do the thing, and then it did that thing.