You can easily create your own Driver INF and add that to WinSE (WinPE and WinRE too) to set the Execution Policy. OSDBuilder easily lets you add this Driver
RegAdd PowerShell ExecutionPolicy.inf
;==================================================================================================
; David Segura
; https://www.osdeploy.com
;==================================================================================================
; Purpose: Set PowerShell ExecutionPolicy to Bypass
;==================================================================================================
; Compatibility: WinPE 10 x86 and x64
;==================================================================================================
[Version]
Signature = "$WINDOWS NT$"
Class = System
ClassGuid = {4D36E97d-E325-11CE-BFC1-08002BE10318}
Provider = OSDeploy
DriverVer = 10/19/2018,2018.10.19.0
[DefaultInstall]
AddReg = AddReg
[AddReg]
;rootkey,[subkey],[value],[flags],[data]
;0x00000 REG_SZ
;0x00001 REG_BINARY
;0x10000 REG_MULTI_SZ
;0x20000 REG_EXPAND_SZ
;0x10001 REG_DWORD
;0x20001 REG_NONE
HKLM,SOFTWARE\Microsoft\PowerShell\1\ShellIds\Microsoft.PowerShell,ExecutionPolicy,0x00000,"Bypass"