The guide explains about copying Window's EFI binaries to CachyOS's ESP, despite the fact that it's implied beforehand that they should both be on one ESP:
"The EFI partition may need to be resized, depending on the recommended minimum size on the target boot manager. Refer to Manual Partitioning"
2 ESPs on the same drive is also from what I know also against UEFI spec; I apologize if I'm misinformed