Booting from MBR USB on Mac
Not all Mac are built the same. Your Mac is probably just a year to early. 

The industry switched to EFI booting of Windows in 2011. Apple did not catch up until 2012. This is also the year Apple starting to eliminate the optical drives from Mac models. However, since Windows 7 required a BIOS boot, Apple added the ability to BIOS boot from USB on models where the optical drive was eliminated. This continued through at least the 2014 model year. In 2015, Apple started to eliminate the ability to BIOS boot entirely, which effectively ended the ability to install Windows 7.

So your model probably can not BIOS boot from USB. However, the very next MacBook Pro model can BIOS boot from USB. For example, see the question Bootcamp “Missing Operating System” on external drive.

One possible way to come close to having Windows on an USB drive would be to put the System partition on the internal drive and Windows partition on the USB drive. The System and Windows partitions are described in the Microsoft document BIOS/MBR-based hard drive partitions. I have never tested such an arrangement to see if it would work with any Mac model. You would have to try this on your Mac to see if it would work.

Another option would be the following. Since you have Windows already installed on the internal drive, try rebuilding the BCD on the internal drive. Windows on the USB drive may be detected and included in a Windows boot manager.

A final note. Your question included the command which is repeated below.

sudo bless --device /dev/disk3s1 --setBoot --legacy


I believe the --device /dev/disk3s1 is a dummy option which is ignored. In other words, when specifying the the legacy boot option, the firmware tries to BIOS boot. There is no way to select the boot drive.