I do not have a ROG Ally, but I do this annually when I "migrate" south for the winter for 3 months: I do not know how well it will play games if that is the goal. My main computer stays at the house and I take a laptop and "lesser" desktop with me. The only thing that happens sometimes when my main computer (set up as MP secondary) is locked is that I get disconnected after logging into an account and have to reconnect but nothing is hurt. LOL I actually had to use MP4 to connect to that computer for a piece of information to validate my email to login to respond here!
To do this, you will need to set up a "virtual LAN" so the two computers can connect when you are on the road. I use Zero Tier as it is free for personal use. I think Stardock uses Tailscale based on a response somewhere by sdRohan. Check out options online to find what serves you best.
Suggestion: MP4 has a free trial (30 days I think). That should be plenty of time to test your systems - do that in the comfort of your house. First get the virtual LAN going and test it - I used "ping" in PowerShell to see that the machines are connected via the virtual IP addresses. Once that is done, you can download MP4 and try it. Be sure to choose the IP address on the virtual LAN when MP4 connect setup shows all IP addresses for your machines.
EDIT: As a backup in case something goes wrong with the virtual LAN, I also have a free version of Anydesk which I use to connect via internet rather than virtual LAN so I can fix things. Rarely happens - maybe twice in the last 3 years.