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).
Similar to other existing mass storage protocols like Fibre Channel and parallel SCSI, boot over iSCSI is an important functionality. This document will attempt to capture the various cases for iSCSI boot and common up with generic EFI protocol changes to