A friend recommended using virtual box and setting up a virtual machine with Linux
I did that, and at some point the program warned me about a feature called "keyboard capturing", if I remember correctly
As far as I understand, this makes whatever you type while the virtual box is selected only go into the virtual box, and not be registered by the host machine. Is this the case or did I misunderstand?
And does this mean this feature offers protection against keylogging?
Is this a good strategy or are there better ways of keeping the coins safe while Ledger doesn't offer support for it?
AFAIK, that's just pretty much means special keys and combinations like Windows key or Alt+Tab gets passed down to the VM when it's focused.
If the VM is infected with a keylogger, but it's not focused, theoritically it can't see what you type on the host OS, only if the VM is focused.