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Only your boot drive (disk 1) needs to be GPT - all other drives can be MBR. It looks like Disk 1 is using GPT.
You can convert your data drive with this tutorial: Convert MBR Disk to GPT Disk in Windows 10 | Windows 10 Tutorials
That is not true. GPT is not required to boot in UEFI mode. Most computers require a FAT32 system partition to boot from in UEFI mode, although some computers will actually boot from NTFS partitions in UEFI mode. GPT vs. MBR partitioning does not matter in regards to the ability to boot in UEFI mode.
Unless you want some other advantage of GPT vs. MBR such as the ability to have more than 4 primary partitions or >2TB drive capacity, there is no need to convert your MBR drives to GPT. If you are happy with what you have, leave it alone!