If you’ve got a thunderbolt port on your laptop and a thunderbolt dock on your laptop then there’s no reason why it shouldn’t work.
I’m not familiar with thunderbolt on linux, but on windows you plug it in and it just works™️ and shows up as if it was inside your machine. Your DE on linux might automatically do it, but if you’re command line only you’ll probably have to run a command first.
More than just the cellular radio.
https://www.theregister.com/2023/04/27/qualcomm_covert_operating_system_claim/
I think this was built into the SOC itself, or the GPS module, but it runs 100% independently of your OS, even on custom firmware.