You could do that with TrueCrypt/VeraCrypt. Ext4 read/write for Windows, Btrfs for Windows, NTFS for Linux/Mac (FUSE or Paragon). APFS aldo exists for Windows
None of these do what the OP is asking. AFAIK there is no way to share files between the systems with the setup described in the article (short of something like a network sync or using an unencrypted USB key)