I almost always use my MacBook Pro in clamshell mode attached to a thunderbolt dock for external displays. Right now Ashai Linux does not support thunderbolt, however it is a work in progress.
Does UTM work well with external displays? Preferably in full screen?
There are attempts to run Linux on the Mac natively but they have limitations.
You can also get utilities that abuse Mac OS to make it imitate windows or Linux if you want.