I tried qvm-create-windows-qube with R4.1 and QWT-cross and it works quite well.
At now it needs to allow file copying in deprecated policy file, so first we have to create it
dom0: sudo touch /etc/qubes-rpc/policy/qubes.Filecopy
Then all works as usual except QWT installation, which is need to be done manual in opened window. This is because of MSI package instead of exe file, but I think it will not be a problem to automate.
Second manual action is choosing target on Filecopy operation to copy files to windows qube at one of last stages.
@GWeck application launch from menu didn’t get any problem. Could you try this commands to recreate menu items with your case
qvm-appmenus --remove [windows-qube]
qvm-sync-appmenus [windows-qube]
If it not helps show output of manual starting application
qvm-run -p --service [windows-qube] qubes.StartApp+Accessories-Paint
UPDATED: I checked only win7x64-ultimate iso