I did having problems with my Ultra SanDIsk SSD 2.5 inch external USB Drive. While I am testing with VMWARE Fusion 12. It crashes so badly that it Corrupted my entire Ultra SanDisk SSD disk that I have to quit using Monterey Beta for the time being as I have to reformat my external USB SSD and reinstall back Big Sur 11.4.

You can't install Xcode on your PC. Even on Linux. Even though MacOS and Linux are somewhat similar. MacOS derives from BSD Mach Unix Kernel. And Linux have it's own kernel. Mac and Linux are two different operating system. Even the command base are not similar. But functionality is the same. Kali Linux is a pentesting linux operating system. Mostly the compilers are running base on linux not on a mac. If you still need to use Xcode. You certainly you need to use a mac.

Have you had any luck install Kali Linux on VirtualBox?

Have you try using Big Sur 11.4? And try using a USB-C to USB-A 3.0 converter. Or USB-C to USB-A cable? Does that work?

Try this one with the terminal softwareupdate --fetch-full-installer --full-installer-version 11.4

Have you try type in command line via the terminal with this command. softwareupdate --fetch-full-installer

I get around with it by download the Big Sur 11.4 via the Apple Apps Store. As I too having the same problems downloading via the Software Updates. Have you try to download the Big Sur 11.4 via the Apple Apps Store???? Try that. And install directly to your mac. I had mine already updated!