What about just doing a stackable. The door to it would be on the same wall as your bedroom entry door.

That was the original plan. The problem is there’s HVAC and something else in that wall so putting a door there would be costly.

I would not want a laundry room door opening right inside my master bedroom.

Is there any other space in your home to add a laundry room?

This seems like a nice to have and you have to decide if it's worth the cost.

Hallway ideally for most cases under normal circumstances. Consider alternative locations for the laundry that will enable access from a hallway.