I’ve got a Mac Pro that I mainly use for playing games on Windows 11, and I can’t wake it from sleep while booted into Windows except by pressing the power button on the chassis. I have Windows installed as UEFI through the help of OCLP.
Booted into macOS, it sleeps and wakes just fine, waking for USB and Bluetooth without a hitch.
I haven’t tried waking it other ways, such as WoL, but frankly sending a Magic Packet is more effort than walking to the machine and pressing the physical power button…
Windows’s Power Options are set just fine, and I don’t recall ever having this issue with BIOS Windows on this machine, so my thoughts are that this is caused by OCLP.