You are the guy with the M4000M? There is no EFI Boot screen which you can navigate through blindly

Please add a signature to your account reflecting your hardware and problems.
Yes, booting a Mac mini will not work, interesting experiment though.
The only other option I see is adding the EFI folder to the EFI partition then. It is an experiment.
Note:
I had a K3100M with a stock Dell BIOS (no EFI Boot screen) and a High Sierra on internal disk. Form High Sierra I could select the Catalina Loader as starting object and boot into it. The Loader will fire up the internal screen and show all installed OS versions on different disk partitions nearly in the same way as the EFI Boot screen.
Possibly you can install High Sierra (including the NVIDIA Web drivers for the M4000M) on an external USB drive using the Mac mini, try to boot from the external disk the iMac (by disconnecting the internal iMac disk with windows), then select the Catalina Loader, check the OC boot screen, power down the system, reconnect the internal disk, switch on and boot into the Catalina Loader, again. Not all should work. You should in any case have High Sierra with Web Drivers to support the M4000M onto the internal disk on the first partition.
Your problem is really the Windows only installation. This is all you can try.