I tried Sandboxie. I seems rather complex and I am not sure about the storage. Surprisingly, I asked ChatGPT related questions as I got some issues and turns out there is a much simpler solution and no apps are needed! I just created a windows user for the shake of Anki.
Caveat: It seems I cannot user starting configuration, so for one profile I have to use the default path.
In case someone gets here from search: In Windows you can run apps as other users. In the powershell type the following:
runas /user:username "path to exe"
example:
runas /user:guillem "C:\Program Files\Anki21\anki.exe"
Then input the login password for that user
Finally two intances of Anki running at the same time:
