Error while setting up windows in my late 2014 iMac
The difference is you are trying to install to the second HDD or SSD. The link you gave is for installing to a Mac with a single internal HDD or SSD. The Windows installer GUI is not equipped to handle your situation. One possible alternative would be to use the CLI to install Windows.

Note: I am using the Windows 10 20H2 English 64 bit version. In other words. the Windows 10 October 2020 update.

Starting from the window posted as an image in your question, proceed as follows.

Click on the red X to close the window. In the popup window, click on the Yes button.

Enter the following commands to start diskpart and get a list of volumes.
diskpart
list volume


Assign a drive letter P to the flash drive. In the first command given below, replace the # symbol with the volume number for the flash drive given in the previous step.
select volume #
assign letter=p


Assign drive letters to the EFI and Windows partitions.
select disk 1
setect partition 1
assign letter=s
select partition 3
assign letter=w


Enter the following command to quit diskpart.
exit


This command applies the Windows image to the desired partition.
dism /apply-image /imagefile:p:\sources\install.wim /name:&quot;Windows 10 Pro&quot; /applydir:w:\ /checkintegrity

Note: If you do not what Windows 10 Pro and do not know the desired name, then you can get a list of available names by entering the following command.
dism /get-imageinfo /imagefile:p:\sources\install.wim


This command copies the drivers provided by Apple to the drivers store.
dism /image:w:\ /add-driver /driver:p:\$WinPEDriver$ /recurse /forceunsigned


Note: This step searches for .inf files. If a found .inf file does not result in a driver being properly copied to the driver store, then an error message may be generated. You can ignore such messages. For example, some drivers can only be installed after Windows has finished installing.


Create the boot files. The command below installs for US English.
bcdboot w:\windows /l en-us /s s: /f uefi


Close the command prompt window and select to Turn off your PC. In other words, shutdown the Mac.
exit


Start the Mac and continue with the installation of Windows. If you boot to macOS, then select Windows from the Startup Disk pane of the System Preferences application.

When finished installing Windows, install the Windows Support Software provided by Apple. Look for the Setup application in the BootCamp folder on the flash drive.

From Windows, run the Apple Software Update application to get any Boot Camp and other software updates from Apple.


Updating AMD graphics drivers for Windows in Boot Camp
Apple has a website Update AMD graphics drivers for Windows in Boot Camp which provides a link to the AMD website homepage. Clicking on Drivers and Support takes you to a webpage where there is a Download Now button which will download software to &quot;Auto-Detect and Install Radeon™ Graphics Drivers for Windows®&quot;. You can also select your product from the list. According to everymac your late 2014 iMac has a Radeon R9 M290X dedicated video processor. Going though the list took me to the AMD Radeon™ R9 M290X Drivers &amp; Support webpage. For the &quot;Windows 10 - 64-Bit Edition&quot;, there is a download under the title &quot;Auto-Detect and Install&quot;. This download is the same as the one found on the Drivers and Support webpage. There are also various versions of the drivers you could download and try.