I've tried using the BT built-in in my MSI laptop and I've also tried using an external one. On the external one I have exactly the same problems with BT lagging and stuttering that I have on the built-in one, sometimes even worse.
I even tried installing Linux on my laptop (Pop!_OS) and to my surprise, the Bluetooth there works flawlessly, unlike on Windows. I will test how games work on Pop!_OS, especially the VR ones, and if it's okay, I think I'll be making my move there for good.