I have an Android phone with CyanogenMod installed(with TWRP Custom recovery). Specifically, it's an LG G2 (d803), and I was wondering if I could dual boot Cyanogenmod and Windows Phone 8.1 or 10. It would be awesome if I could because I could really use Microsoft's ecosystem but there are lots of android apps I'm not willing to give up.
There are some options out there, to answer your question directly the LG G2 has dual-boot support thanks to savoca on XDA who developed this custom bootloader for the G2.
Here's a quotation of what it is:
Autoboot is a custom bootloader that comes with many features not
allowed by the stock LG bootloader, such as fastboot access and dual
booting support. Autoboot does not replace your stock bootloader, it
runs alongside at boot, and does not interfere with the bootloader
structure that already exists on your phone. It can be installed over
any ROM and can be uninstalled any time!
However, Windows phone OS compiled for the LG G2 is completely non-existent. That nullifies the point of using dual boot.
There are Windows+Android dual boot phones on the market, but they may be hard to find on ebay or Amazon. My best recommendation would be to hunt one of those things down and purchase.
Another angle to work from would be to install Bochs Emulator for Android and run VM images on your Android phone. I have used it and it works very well on Intel-based Android tablets. On the ARM-based G2 it will be very slow, not ideal for every day use. The other thing you'll have to finaggle with is getting a Windows Phone OS to run on Bochs. There are VMware images available to run Windows Phone (look here) but they are meant to run on PC. Ultimately I would not recommend this angle unless you enjoy tinkering and hacking things as a hobby and you just want to "see it be done".
Overall, your best choice would be to buy a dual-boot Windows Phone+Android device.
Q & A