Before I begin, I don't think Windows can handle being booted from a multiboot and multipartition USB very well.
From a quick look at the apps you mentioned I think they use unix trickery to pack, mount, unpack and start Linux distributions, which simply will not work for Windows, which needs its normal format. You've got to revert to "traditional" ways.
Generally the way you're supposed to make a simple multiboot USB stick is not much different from a multiboot HDD. Make a partition for each system, and install GRUB/SYSLINUX and/or make an EFI System Partition with something like systemd-boot that allows you to choose which EFI executable (such as Windows efi boot or a Linux kernel) you want to start.
It works. I actually have a stick for service purposes that has a normal data partition, a Linux system partition and SYSLINUX installed as the boot manager. In your case it would be booting either Windows or your multisystem app, which will then chain-boot whatever it wants. If you want to try it, Arch Wiki is as always irreplaceable and has all the guides.