For those curious, the system is booted with the help of a USB stick containing @manawyrm 's NVMe BIOS OptionROM: https://github.com/Manawyrm/nvme-int13h-optionrom
And the installer ISO is patched to include a backported NVMe and USB3.0 driver through this package: https://zone94.com/software/operating-systems/123-windows-xp-professional-sp3-x86-integral-edition