After 2 weeks of trial and error, finally managed to boot Windows diskless over ipxe. I recommend to make a vhd image of at least 30 gb. Configure Tiny PXE server. The biggest headache i had here was with ipxe-snponly-x86-64.efi (downloaded from git).
Booting from a USB stick and typing into an iPXE prompt every time I want to boot into Windows isn’t a great user experience. Fortunately, iPXE is also available as an EFI application which can be installed to the local EFI System Partition.