[New To SDR Advice - Small Device?]

Maybe this could work?
http://www.nordicsemi.com/eng/Products/2.4GHz-RF/nRF24LE1
 

I have no experience of them, yet, got some to play with but haven't had the time. :)

[Suggestion: Two-way RD Communications]

Sorry for the self-promotion, but this is exactly what I've been working with. :) (Even though my protocol for blinking with the leds is slightly different)

https://github.com/yownas/firefly
 

The windows/powershell-payload doesn't work, yet, but I'll try to find some time to work on it.

It shouldn't be too hard to implement in a rubber ducky firmware.

[Firefly - Remote shell/exfiltration using keyboard leds]

PoC I wanted to show you guys. A collection of scripts + a Raspberry Pi Zero W will give you a small device that will emulate a keybaord and use the keyboard leds to exfiltrate data and give you a remote shell access over wifi to a fully patched machine without leaving much trace.

https://github.com/yownas/firefly

(Don't expect too much...it is pretty slow.)