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The Bluetooth capture setup wiki page mentions the Ubertooth USB device. The page hasn't been updated in nearly 3 years though, so I don't know how much of the information presented there is still relevant or helpful.
For some possible USB solutions, refer to the USB capture setup wiki page. Since your preferred platform is Windows, you might want to consider USBcap.
Other hardware solutions exist too, for example devices such as the ComProbe USB 2.0 Protocol Analyzer from Frontline Test Equipment (a.k.a., Teledyne LeCroy), or the Beagle USB 12 Protocol Analyzer from TotalPhase.
Disclaimer: I am not affiliated with either Frontline Test Equipment or Total Phase in any way, nor have I personally used either of the products mentioned, and so I can't comment on these products' capabilities. Before purchasing any product, you should conduct your own research to be sure the product will meet your needs.