1. There should be no problem converting that secondary 4 TB HDD from MBR to GPT using virtually any freely-available partition management program (AOMEI, EaseUS, MiniTool, etc.). They generally all contain that capability and the operation is fairly straightforward.
(While your Win 10 OS contains the MBR2GPT tool, we've not been able to reliably utilize that program to convert a SECONDARY drive that does not contain an OS. Strangely enough, we've been able to convert a secondary drive from MBR to GPT using that "tool" when the drive DOES contain an OS (even though it's not functioning as the boot drive), but it hasn't worked reliably. (Don't ask me why!)
2. But while you shouldn't experience any difficulties using that 3rd party program mentioned in 1. above... UNDERSTAND THE FOLLOWING...
A. First of all, before employing the program, IT'S A VERY GOOD IDEA to FIRST clone the present contents of the drive to another drive. This is a major conversion process that the p. m. program is undertaking and as we all have learned from previous bitter experience "s*@t" happens! Capiche? So we ALWAYS undertake a disk-cloning operation before employing a major change in the configuration of a drive. So if worse comes to worse and you're left with a corrupt dysfunctional drive you have the wherewithal to return its configuration/contents to its prior state. Are you with me?
B. The fact that the conversion process is successful and your 4 TB HDD is now GPT-partitioned and its full disk-space capacity can be accessed...IN NO WAY WILL THIS PROCESS RETURN ANY DATA PREVIOUSLY LOST. I trust you understand that.