Can't boot into Windows 10 after latest updating Mac OS to 10.15.4

You can try recreating the Windows boot files. This answer assumes you are UEFI booting Windows 10.

To rebuild the boot files you need to boot to Windows Recover Environment (WRE) of from a Windows installation flash drive. If you can boot to Windows and have a properly working WRE, then restart Windows while holding down the shift key. You will need to navigate to where you can open a Command Prompt window. Otherwise, to create a Windows 10 installation flash drive and then open a Command Prompt window, follow the steps below.

Create a Windows 10 Flash Drive Installer

  1. Download the latest Windows 10 ISO.
  2. ExFAT format a flash drive using the MBR partition scheme.
  3. Mount and copy all the files from the ISO to the flash drive.
  4. Use the Boot Camp Assistant to download the Windows Support Software.
  5. Copy the Windows Support Software to the flash drive.
  6. Boot from the flash drive.
  7. Proceed as if you are installing Windows until asked for a product key.
  8. Press the shift+F10 key combination to open a Command Prompt window.

Rebuild Boot Files

Once you have a Command Prompt window open, enter the following commands.

Mount the EFI volume and assign to drive S:.

mountvol s: /s

Remove any previous backup. If no previous backup exists, then expect error messages to appear.

rd /s /q s:\efi\Microsoft.old
rd /s /q s:\efi\boot.old

Backup exiting files by renaming folders.

ren s:\efi\Microsoft Microsoft.old
ren s:\efi\Boot Boot.old

Determine the existing drive letters. Determine by inspection the drive letter of the main Windows volume. Usually, this is drive C:. If you are using a different drive letter, then make the appropriate substitutions in the subsequent commands.

echo list vol | diskpart

Create new boot files.

bcdboot c:\windows /s s: /f UEFI

Delete the Boot Configuration Data file (BCD) created in the previous step.

del s:\efi\microsoft\boot\bcd

Rebuild the BCD. Answer yes to any questions.

bootrec /rebuildbcd

Close the window.

exit

References

Use Bootrec.exe in the Windows RE to troubleshoot startup issues
REAgentC command-line options
BCDBoot Command-Line Options
mountvol