You said your
/dev/sda4 partition is for bios_grub. That would indicate that you may be booting Kali via UEFI's compatibility support module, using a legacy BIOS boot scheme. A boot loader that uses BIOS boot scheme cannot switch back to UEFI boot loaders, since the compatibility support module has already hidden away the UEFI boot services any UEFI bootloader will need. And since a UEFI-based Windows won't necessarily have a BIOS-based bootloader installed, there might not be a BIOS-based Windows bootloader for
os-prober to detect.
With that configuration, the only way to switch between booting Windows and Kali would be via the UEFI BIOS settings. For each native UEFI bootloader, there should be a new boot option created: for Windows, its description text should be something like "Windows Boot Manager". That would be the "best" choice for booting UEFI-based Windows.
The proper way to install an UEFI-bootable operating system (including any UEFI-capable Linux distribution) is to boot from the operating system's installation media in UEFI mode. This way, the installer can detect the presence of UEFI and add the new bootloader to the firmware settings. If the installer is started in legacy BIOS mode, then it will not have a way to access UEFI at all.