Format SSD to APFS on Windows

This is an XY Problem
Formatting an external drive to APFS will not fix your issue.

You need to be able to connect to the internet - try wired ethernet instead of WiFi. As you blew away your internal drive completely, you have no source for Recovery except Internet Recovery or if you have access to another Mac on which you can make a bootable installer USB. There is no way to legitimately access a bootable installer from Windows.

Holding Cmd ⌘ R with no Recovery Partition should automatically switch to Internet Recovery instead. That it doesn't already hints at connectivity issues.

If all else fails, take it to an Apple Store - they will do it for you for free.