FWIW, we have an iMacPro running Mojave 10.14.5 at my office. I created an external drive (USB) to keep "on the shelf" as an emergency boot disk (likewise, with Mojave) loaded with troubleshooting utilities, etc. Following Apple's instructions, I can do a Command-R at bootup and disable all startup security, and then am able to boot off the external drive with no problem. Also, I installed BootCamp and Windows 10 with no problem, and can boot into Windows as I always have on other Macs, without doing any Command-R routine beforehand.