iMac with bootcamp windows 10 reboots 3 seconds after shutdown (no fastboot, no wol)
You should be able to use both OSs with the external monitor plugged in at all times, is try restarting from the bootcamp app in the bottom/windows menu bar (the same place that discord, steam, and wifi icons are). If that doesn't work, try rebooting into target mode, and then shutting down and rebooting while pushing the option key