A couple of things I ran into. You need to make sure that you switch to BIOS to UEFI or it won't recognize that there is anything to boot to.
And you have to choose something other than VIRTIO for the controller. Because it's likely that there aren't VIRTIO drivers installed you have to use something else.
You can't install drivers to a device you don't have so...
You can add a 2nd hard drive to the mix as VIRTIO to get Windows to ask for drivers, then you can shut down, trash the 2nd HD and make your main disk use the VIRTIO controller. Obviously use the VIRTIO drivers for the other unknown devices that pop up and you are good to go.
None of that has anything to do with the actual import of a QCOW2 into ProxMox.
This is all crappy windows design. I've imported many things and with the exception of an ancient RHEL 4 system, had zero issues importing something that was already a QCOW2.