Is it permissible to use a computer that has an unlicensed copy of Windows and other software, knowing that the user considers this forbidden, prefers to err on the side of caution, and is seeking a ruling from a شيخ (religious scholar)?

It is not permissible to use pirated software, even for personal use, because that is tantamount to theft. There is no difference between using it on your device or someone else's device. Just as it is not permissible for a person to steal, it is also not permissible for him to assist a thief or benefit from what someone else has stolen.