How to boot into High Sierra from Windows without holding the alt key?
I am pretty sure that you should be able to switch between Windows 10 and macOS through the BootCamp-Utility under Windows. I am running a Mac Pro 5.1 with macOS Catalina(APFS Partition) on my NVMe Drive and Windows 10 on a SATA-SSD and I always switch between Windows and macOS either via 'Startup Disk' under macOS, or use the BootCamp Utility under Windows. 

I recommend you looking at this Guide from Crystalidea. There are detailed instructions on installing Windows 10 on a Mac Pro 4.1/5.1 and they also show you how to switch between the operating systems even if you don't have an EFI-compatible GPU. With never versions of macOS (particularly when using APFS) it is recommended to install the iMacPro1,1 bootcamp drivers in addition to the MacPro4.1's/5,1's. Download them via brigadier and after installing you should be able to switch between macOS and Windows. 

It is also important to mention that installing Windows 10 via USB(EFI mode) is NOT recommended (X.509 Boot Certificates can corrupt the Mac Pro's firmware). Therefore, installing Windows 10 on an NVME SSD should be avoided. I recommend using a Windows 10 DVD and a SATA SSD or HDD as System Disk. 

Instructions for brigadier:


Download the MacPro5.1 bootcamp drivers by using brigadier.exe -m MacPro5,1 in CMD under Windows. (launch cmd from the same folder where brigadier.exe is stored)
Edit Bootcamp.msi via InstEd It! (path is: BootCamp/Drivers/Apple)
Launch modified Bootcamp.msi
Download the iMacPro1,1 bootcamp driver (brigadier.exe -m iMacPro1,1) (iMacPro uses BootCamp 6)
Edit the new BootCamp.msi via InstEd It! (BootCamp 6)
Launch modified BootCamp.msi (BootCamp 6)


A personal recommandation is to modify the BootCamp drivers with InstEd It!. 

Modification via InstEd It!


Right-click on the BootCamp.msi (path is: BootCamp/Drivers/Apple) and open it with InstEd It!
Search for LaunchCondition on the left hand side. Right click -> Drop Tables
Click 'Save' and launch the edited BootCamp.msi 


You should now be able to install the drivers with the incompatibility error. Do that both for the 4.1/5.1 Mac Pro and iMacPro1,1 bootcamp drivers and you should be good to go.