Dual boot with Windows 10 on 2011 Macbook Pro with APFS
You probably were suppose to install Windows to BIOS boot, instead of EFI boot. However, if all the hardware is working, there is no harm in EFI booting.

The fact that you do not see Windows label on the Start Menu is another indicator that you probably were suppose to BIOS boot Windows.

I am not sure why you can not properly select Windows from System Preferences. Again, this may be because you are EFI booting Windows. Or, there is something else wrong, but there is not enough information in your question to diagnose the problem. For example, you may have Windows boot files in the EFI/BOOT folder, but not the correct files in the EFI/Microsoft folder on volume labeled EFI in disk0s1.

BTW, you can select to the default operating system to boot from macOS and/or Windows by installing rEFInd on your Mac. This may also require installing an (script) application to select the default in both MacOS and/or Windows.

Adding an Windows Icon and Label to the Startup Manager Menu


Boot to macOS.
Download a collection of icons from the sourceforge web
site Mac icns. Use the Finder application to open the
downloaded file mac-icns.dmg.
Open a Terminal application window and enter the command given below to mount the EFI partition (/dev/disk0s1) containing the Windows boot files.

sudo diskutil mount disk0s1

Enter the command below to copy the Windows icon file os_win8.icns to the EFI volume.

cp /Volumes/mac-icns/os_win8.icns /Volumes/EFI/.VolumeIcon.icns


This will add the following Windows icon to the Startup Menu. 




  Note: When finished, you can use the Finder application to eject the mac-icns volume.

Use the command shown below to change the label that will be shown below the Windows icon on the Startup Manager menu.

bless --folder /Volumes/EFI/EFI/BOOT --label "Windows"

Use the Finder application or enter the command below to unmount
the EFI System partition labeled EFI.

diskutil unmount disk0s1