I tried yesterday, just for fun, and found out that the fact you can or cannot boot depends on the version of edk2-bhyve.
The screencopy you post is what you get with the last version and I found no way to boot. There is no efi shell, but in the efi menu you can select the file efi/boot/bootx64.efi (in the iso) and try to boot on. Alas, that doesn't work. There is a problem with this file: like the firmware thinks it's not an efi program.
An earlier version of edk2-bhyve leads to the efi shell. There, you can execute bootx64.efi and Windows launches... Another version of edk2-bhyve boots automatically without manual intervention.
However, Windows starts but hangs on the animated logo and you never reach the installation part. I don't know why. Tried to change some bhyve settings, but to no avail.