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Your MacBook Pro (15-inch, 2019) - Technical Specifications may not support AdHoc WiFi networks.

Boot into Windows, start a CMD window with Administrative rights, and run

NetSh WLAN Show All. Shows detailed information about your Wi-Fi adapter including the adapter’s capabilities, the Wi-Fi profiles on your PC (not including security keys or passwords), and a list of the Wi-Fi networks that were found when you ran the report.

See https://support.microsoft.com/en-us/windows/analyze-the-wireless-network-report-76da0daa-1db2-6049-d154-7bb679eb03ed for reference.

Some Macs do not support this capability in Windows, but will support it when booted in macOS. What is the year/model of your Mac (do not post the serial number)?

Boot into macOS and post the Mac Model Identifier in About This Mac -> System Report -> Hardware section.