It’s pretty sad that they haven’t got to implement this for Ledger Live users, specially considering that you could do it with the prior software topology, and that there is a long standing petition on their github for its implementation:
https://github.com/LedgerHQ/ledger-live-desktop/issues/1136

In the above thread, Gre, who claims works at LedgerHQ, commented in 2019 that "We're definitely considering the feature. no ETA yet however."

Maybe that github thread should get flooded with loads of comments demanding the feature.