I finally got around to trying the Programmer Shield on Windows 10, and fortunately I didn’t run into any issues*. I was able to make it work by installing all the software and the drivers. I documented all my steps.
Debugging Particle on Windows
I relied on the the toolchain installer by @mumblepins so thanks a lot for that!
*. Not entirely true… I solved the libusb_open() failed with LIBUSB_ERROR_NOT_FOUND by trying all the drivers with both Particle FT2232 (Interface 0) and Particle FT2232 (Interface 1) until I found one that worked 