Context: I need to have installed a a program called Smowl, which is a closed-source app that records EVERYTHING to make sure you don't do weird stuff while doing an online exam. To avoid installing such monstrosity on my laptop, and since virtualbox is probably banned, I wanted to use a persistent bootable device to have the program installed and know that everything works well in a few days.

Tails and booting software: I tried with Tails, but the software doesn't work there because it's too private. I also tried using other tools other than ImageWriter or dd to make other distros persistent, but if I use Unetbootin the distro doesn't get recognized when booting the laptop, and I the other tool that I found to have similar powers is mkusb, but it's no longer maintained and it cannot be installed on Arch (there's a compiling issue).

MX Linux: I also tried MX Linux, but I don't know how to make it persistent in the first place because I followed all the steps but I don't get it to show me the last session to boot to or the "text menu" option of this guide. I tried this several times, with two pen drives (8GiB both), but I got no luck, even when using MX Linux live USB tool to make the other pen drive bootable. What am I missing?