@BigOnYa, Well, in that thread they say it's pretty much safe to manage save files back and forth to consoles as long as you don't go online with cheats activated or with a pirate game.
The save file will be created and started normally on the Switch's OFW with a legit game. Then that save file will be transfered to the emulator and continue the gameplay there. Then send it back to the console.
Do you think continuing the story on the emulator would flag the save file as illegal? (Again no cheats, etc will take place, only normal story of the game progress)