I think it will still work, but without a display, Windows (and macOS, when you’re running it) won’t know what resolution to generate (and therefore mirror over screen sharing). You’ll probably be limited to a relatively low resolution, which might not be good enough for you.
But there are ways around this. One is that you can connect an “HDMI headless” adapter. This is an HDMI dongle that makes the computer think a display is connected. Here’s one that will pretend to be a 4K display, allowing you to configure any resolution you’re likely to require:
And there are many many companies selling these adapters. I have no idea which are any good, so do your homework, but these are not rare devices.
Another possibility is that your remote access software may be able to create a virtual desktop separate from the “console” display you see when connecting a monitor. That desktop can be any size you want. I use this on my headless Linux PC (where the console is a text-only display). I know that VNC servers support this kind of operation. I don’t know if Windows’ built-in screen sharing/remote access software can do this, or if it can only mirror the console screen.
But note that some systems (don’t know about Windows on BootCamp) may disable GPU acceleration when there is no physical display connected. So you might still want to use an HDMI dongle.
If your Windows laptop is otherwise meeting your needs and has a replaceable drive (most do), you might consider cloning your current Windows drive to a new drive and replacing the current drive with the clone.
Crucial.com has a useful wizard for identifying drives compatible with specific machines. Depending on the specific type of drive, it’s usually straightforward to buy an external adapter that will facilitate the cloning process.