I think most people are a little shy and reluctant to reply to get involved if the subject looks like it's not in their field of expertise. I was remaining respectfully silent for a while myself, in case somebody comes along who is an expert on this subject.
I have never hear of SXG before now, so I hate to disappoint you, I'm not an expert, I'm only another Ubuntu MATE user but I have been using Ubuntu for a long time. From a little internet searching, it seems to be some kind of spy vs spy type of stuff. Here's a link, What is Intel SGX and What are the Benefits? -
Apparently, if your computer's CPU supports SGX and the motherboard does too, and if you enable it in your BIOS, you can sacrifice a portion of your RAM for data which will be encrypted and decrypted by your CPU while you're using it. Normally, in my experience, encrypting and decrypting data will give your CPU more work to do and slow your system down, (I'm just guessing), but if you have secrets to keep it might be worth it for you. The article says "Such an environment provides a safe space for secrets when other parts of the infrastructure are compromised. This includes BIOS, firmware, root access, virtual machine manager, etc. When an application is protected with Intel SGX, its operation and integrity are unaffected in case of an attack."
Here's a post in the Intel Forums marked 'solved', where somebody else using Ubuntu got help, installing SGX driver for ubuntu. -
Another thing I decided to do was take a look in synaptic package manager and search for 'SGX'. Synaptic came up with 'linux-base-sgx', a 'Linux image base package for DCAP SGX', which might be of interest to you. That might be what the poster in the link above was trying to get working. Hopefully you can just install it using synaptic or apt or whatever software manager you prefer.
Finally, here's Intel's 'Quick install guide' for Ubuntu Linux 20.04 LTS, Intel® SGX DCAP Quick Install Guide. That looks pretty complicated to me, if that's their idea of a quick install guide I'd sure hate to see what an full featured complex install guide looks like. I hope for your sake you can just install it with Synaptic with one or two clicks of a mouse and a password instead of having to do all that stuff in their install guide. Your secrets will be certainly be safe if an attacker has to undo all of that, that's for sure.
As far as the weather is concerned, I'm in Australia and it's just the beginning of what we call spring here, (we don't really have a winter as such, no ice or snow in most places anyway). The weather is absolutely perfect. Not a single cloud in the sky and we started the morning at 11 degrees C and it should get up to around 29 after lunch. It's 25 here in front of my computer. I don't think anybody could complain about that. I worked up a sweat outside pushing the lawn mower around and now I'm enjoying and icy cold zero alchohol beer.
I hope I have helped you a little, or at least reassured you you're not alone here.