Triple boot on Macbook Air with external SSD
I think I may be able to help you triple boot, although I haven't tried triple booting yet. I do know how to install Windows on a separate SSD, and I'm pretty sure you can just install Linux by partitioning the SSD. Here are the steps:

Step 1: First, you have to install both Windows 10 and Ubuntu ISO files. Ubuntu from here: Ubuntu ISO File, and Windows 10 from here: Windows 10 ISO File

Step 2: Connect your SSD and partition it in Disk Utility, however you want it. You should probably name one of them "Windows" and the other "Linux", so it's easier to identify.



Step 3: Now, you will need another USB for this, 8 GB or more, so you can store the installation files. Then use Bootcamp Assistant, click continue, and click Create a Windows 10 or later install disk, and make sure Download the latest Windows support software is also checked.



Step 4: Click continue, and I think you can choose the Windows 10 ISO image and install the Windows installer on the USB. It should take around 15 minutes for it to finish. Then restart your Mac while holding Option.

Step 5: Keep holding Option until a screen that shows "Mac" and "WININSTALL" shows up. There may be other drives, but you can ignore them. Use your arrow keys to select "WININSTALL" and press Enter.



(The image is an example, yours shouldn't show Windows)

Step 6: Follow the steps through the installer, and when you get to the "Choose drive" page, and make sure to select the correct drive. If you choose the wrong one, it may erase everything. If you named the partition on your SSD, choose the named one (maybe "windows") and click next. If next is greyed out, click format and try again. If it is still greyed out, then you will have to reply with the error it shows on the bottom left.



Step 7: If the previous step goes smoothly, then it should install Windows 10 on that partition of your SSD. If it successfully installs, it should automatically restart to the Windows 10 Setup for new computers. Follow the steps on the screen and it should finish successfully as well. Now, I think that there will be a "Bootcamp Drivers install" or something pop up. Install that as well so you can use Windows 10 properly with Mac.

Step 8: Alright, you are halfway done now! (The next part about installing Linux is assumed, and reply if you have problems. I'll try to fix them). Restart your mac again, and hold Option. Select the Mac drive to go back into MacOS. Now follow these steps here, from Ubuntu Tutorials. It should explain everything more clearly than me.

Step 9: I don't have any screenshots, but it should be just a simple "follow the steps on the screen" type of thing. You should be able to select where you install it, so make sure to click on the other partition (named "Linux" probably)
and install. Once it finishes, it may put you in the Ubuntu login screen or setup screen or something, and just finished the setup.

Step 10: Ok, hopefully, you have successfully triple booted with Windows 10, Linux, and MacOS. To switch between the 3 boots, just restart your computer while holding Option, and select the drive you want to go to.

Hopefully, nothing goes wrong, but if some error or something happens, just reply with the error or explain what went wrong, and I'll try to fix it for you. 


  Good luck!