I’m using Ubuntu containers on Windows 10 Pro with Hyper-V backend. I forget why I chose not to use the WSL2 backend, as I do have WSL2 installed. I’d guess it’s due to recommendations like this one (I use several VM programs as well, such as VirtualBox and VMWare).
The hostpath is something like %LOCALAPPDATA%\Temp\tmpx3xt96zd.sh (with a different file name every time), although I don’t think Python guarantees the temp directory used will necessarily be the same on all Windows systems.
This is the popup that appears, if it helps: 