When Windows is installed, it sometimes puts the Boot Manager on a different physical drive if one is available at time of installation. So your PC probably needs that drive in order to boot successfully.
So don't assume your Windows drive is also the boot drive - - that's not always so. The boot drive is the one with the "active" partition on it.
In your case, the "boot" drive is the one you're trying to convert to GPT.
I don't know what to suggest for the best here -- kinda tricky. Too bad you didn't GPT the drive while it was empty when you first installed it.
May be Easus Partition Master can do the GPT conversion without nuking all the existing partitions...