Bless EFI/GPT Windows installation on separate HDD to boot on startup

Boot to the Startup Manager and hold down the control key before selecting Windows. For a better answer, I will need more information.

• Added the output from diskutil list to your question.
• What is the model year or identifier of your MacPro?
• Do you still have the media (DVD, iso or flash drive) you used to install Windows?

I suppose it would be possible to have the boot files on the EFI partition of the first disk and the Windows partition on the second disk. If so, this might confuse System Preferences. If this is the problem, then you could either bless the Windows partition from a Terminal application window or add a script to the menu bar that would accomplish the same operation.