I got myself a slipstreamed XP SP3+. It wasn't easy: VirtualBox 6.0 and 6.1 keep crashing randomly for some reason and WSUS 3.0 (on Windows Server 2003) had the hardest time synchronizing.
The synchronization errors aren't new if Google is to be believed, but I had to try many times before it would go. Other times it would fail with a HTTP error about that the connection was forcibly closed. I had the idea that installing KB4039929 helped things a bit but it could be a placebo effect.
Also no idea if it was Microsoft's servers closing the connection or my local IIS that's serving WSUS, because of course the error message doesn't tell you. "HTTP error: good luck!" would've been just as informative.
At least I got everything now, also for Windows Embedded (should be the POS 2009 stuff, I think) and Windows 2000.
Am486 DX4 120MHz, no L2, 16MB, Tseng ET4000/W32 1MB VLB, ESS ES1869 /// 5x86 133MHz, 256kb L2, 64MB, S3 Virge/DX 4MB PCI, SB16 + Yucatan FX /// Pentium III 1GHz, 512MB, Asus V7700 64MB AGP, SB Live!