For your scenario, this should work if you are using BGP, but you will need to manually add the routes on the windows machine that is connected via the P2S VPN.
For your ExpressRoute question, this will NOT work if your ER is connected via a Virtual Network ER Gateway. If this is a scenario you need to have, consider using an Azure Virtual WAN with your ExpressRoute Connection, This will let your P2S connections access your Virtual Network and on-prem resources.
Please let me know if you have any other questions.