Dont install Windows via USB or at general in Uefi Mode.
You will botch your bootrom with Windows certificates what can lead (especially on 4,1) to a brick when some other bad things occur together.
If you need, check out the first post of the OpenCore thread, there are instructions.
In this guide, you'll learn how to use OpenCore to install, run and update macOS Catalina, Big Sur and Monterey on the 2009–2012 Mac Pro, ending up with a clean unaltered operating system just like on a supported Mac. The approach described in this guide is for setting up and configuring...
forums.macrumors.com
If you booted a Windows USB thumb drive you may have certs. You can use the tool linked in my signature to check the bootrom / nvram section.