So since no one replied I decided to try it. In Windows I have split the volume into two 500 GB partitions and then created new NTFS volume. Then in macOS I tried to format that volume as APFS via Disk Utility but it wouldn't let me (some kind of error about not enough space on target volume). So I tried to do it via terminal diskutil and it worked. Now I have 500 GB Bootcamp/Windows part and 500 GB APFS part.