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How to create a virtual file in clipboard for pasting into Explorer?

I’m currently developing a wxWidgets application for Windows 10/11 that is supposed to generate a file. This file is security sensitive so minimizing the copies on disk is ideal. As a result, I want to generate this file virtually in memory and copy it to the clipboard for the user to paste it through Microsoft Remote Desktop Connection. I have read Microsoft’s documentation on clipboard formats and attempted to implement this using wxWidget’s wxDataFormat, wxDataObjectSimple, and wxDataObjectComposite.