LonerT, thanks for the help you are providing here. It was the reason I found this place. I really appreciate your help.
Anyway, yesterday I made decision that I deleted the Windows partition. It was kind of too small to be useful (50 gigs), it didn't have any valuable data. It was just for random programs that are not available for Mac. I downloaded trial version of Hard Disk Manager from Paragon, removed Windows partition and resized other Mac partition to fill the empty space. Everything went well and I learned about enabling and disabling SIP (it now enabled).
There is one little cosmetic issue still. If I press Alt during boot, I still see Windows as a boot option. Selecting it brings the "Missing Operating System" error. I that boot entry could be removed, things would be perfect.
Below are the output from the commands, if that is any help for the new problem. But I repeat, I don't have Bootcamp anymore and I don't need it either. If I could just get rid of the non existing Windows boot entry, I would be happy.
diskutil list
/dev/disk0 (internal, physical):
#: TYPE NAME SIZE IDENTIFIER
0: GUID_partition_scheme *500.1 GB disk0
1: EFI EFI 209.7 MB disk0s1
2: Apple_HFS Macintosh HD 200.1 GB disk0s2
3: Apple_HFS Recovery HD 650.0 MB disk0s3
4: Apple_HFS Data 299.1 GB disk0s5
diskutil cs list
No CoreStorage logical volume groups found
sudo gpt -vv -r show /dev/disk0
Password:
gpt show: /dev/disk0: mediasize=500107862016; sectorsize=512; blocks=976773168
gpt show: /dev/disk0: Suspicious MBR at sector 0
gpt show: /dev/disk0: Pri GPT at sector 1
gpt show: /dev/disk0: Sec GPT at sector 976773167
start size index contents
0 1 MBR
1 1 Pri GPT header
2 32 Pri GPT table
34 6
40 409600 1 GPT part - C12A7328-F81F-11D2-BA4B-00A0C93EC93B
409640 390899288 2 GPT part - 48465300-0000-11AA-AA11-00306543ECAC
391308928 1269536 3 GPT part - 48465300-0000-11AA-AA11-00306543ECAC
392578464 2656
392581120 584192000 5 GPT part - 48465300-0000-11AA-AA11-00306543ECAC
976773120 15
976773135 32 Sec GPT table
976773167 1 Sec GPT header
sudo fdisk /dev/disk0
Disk: /dev/disk0 geometry: 60801/255/63 [976773168 sectors]
Signature: 0xAA55
Starting Ending
#: id cyl hd sec - cyl hd sec [ start - size]
------------------------------------------------------------------------
1: EE 0 0 2 - 25 127 14 [ 1 - 409639] <Unknown ID>
*2: AF 25 127 15 - 1023 217 52 [ 409640 - 390899288] HFS+
3: AF 1023 217 53 - 1023 224 12 [ 391308928 - 1269536] HFS+
4: 00 0 0 0 - 0 0 0 [ 0 - 0] unused