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Have you tried from the Sage shell instead of the Windows command-line?

SageTeX with Sage-Windows

Have you tried from the Sage shell instead of the Windows command-line?

In a Sage shell, you should be able to cd to the appropriate location and run

$ sage yourfile.sagetex.sage

and possibly also (I don't know if Sage-Windows ships LaTeX...):

$ latex yourfile.tex

SageTeX in the Windows Subsystem for Linux

Another option for you is to install the Windows Subsystem for Linux (in Windows 10's advanced user preferences), and then you can have Ubuntu running inside of Windows, and you can

$ sudo apt install sagemath-jupyter
$ sudo apt install latex-full

and you can use all the power of Linux inside Windows.