Convert Windows 10 from Legacy to UEFI with Ubuntu already on UEFI

Currently I have Ubuntu 20.04 installed in UEFI mode and Windows installed in Legacy.
I would like to convert Windows to UEFI to have dual boot.

My disk currently

It is installed in MBR mode and here is the partition table

Possible solutions

I found out how to convert my disk to GPT under Ubuntu with sudo gdisk /dev/sda, but I think that Windows will no longer be recognized by UEFI.

I also found out how to do it from Windows, with mbr2gpt.exe /convert /disk:0 /allowfullOS, but I’m afraid that Windows doesn’t know what to do with ext4 partitions, and that it overwrites the current EFI partition.

What should I do ?

PS: Sorry for my English