I recognize this behaviour ....
During Install of Windows 10 then an EFI GPT partition for the efi boot files is required.
I get the same when installing Windows 10 in VHDX and using USB FAT32 drive as boot drive.
I solved the problem by using the GPT EFI partition of my local GPT harddisk as boot drive during install in VHDX.
After Install in VHDX I copy the VHDX to NTFS drive of portable SSD and can boot the VHDX using boot files located on MBR FAT32 partition of portable SSD.
Well it looks like I will have to script a vbs message saying to unplug the USB before reboot after WinNT does its thing. Doesn't look like this is going to be an easy solution or a practical one for no more than I need it for. I got grub2 to boot the system drive but then I'm not sure how to boot my PE wims from the grub2 or the grub cfg menu so it's a no win either way. Thank you for replies to this issue, wimb and everyone else as well!