GPT is a disklabel not a formatting type. Here is a rough outline of what you need to do:
I've managed to do this quite a few times (albeit keeping macOS without boot camp). This is also treading along as unsupported but if you want to get your hands dirty it is an EXTREMELY good learning experience.
However, have you tried a fully UEFI Windows 10 install? Your update does not detail very much so it is important to possibly include pics since command line output will be limited preinstall. Most people are going to assume that you are going the boot camp route.
