I have no experience with such a setup, so take that with a little grain of salt, but I’m pretty sure that won’t work, at least not the normal way, as that would require your headset to be connected to the cloud PC.
In a more limited way you should be able use vorpX’s ‘Generic Headset’ and ‘Generic 3D Display’ modes, which show the final image on the desktop, together with some stereo viewer app on your local machine. There won’t be any head tracking without additional software that way though, also several DirectVR functions aren’t available in these modes and on top of that the cloud PC latency (lag) would probably ruin the experience anyway.
Theoretically it’s possible to create a client/server solution (similar to using ALVR or Virtual Desktop with vorpX locally), but I don’t think any of these can handle your use case currently. Also the latency issue would remain, of course.
TLDR: vorpX (and VR In general) with a cloud PC won’t really work, at least not as one would expect it to work.
I’ve used VorpX with the Quest via Virtual Desktop (ALVR may work too). Many have the same setup but include Shadow and it seems to work for them. I think it depends heavily on your location vs Server location. There’s a Virtual Desktop Discord with a section for Shadow Gaming.
I have used ShadowPC + virtual Desktop + Vorpx. I started using it as certain games for what ever reason would not work on my laptop. Maybe because my computer did not have high enough requirements. Well for me works pretty well.