EFI and Windows have to be separate as the EFI is a different file system type and any attempt to merge them will result in windows not working.
The 1st partition is likely also tied to windows, and removing it or combining it will likely break something.
If your truly wanting to start over here is what you do.
- Backup everything as EVERYTHING will be lost.
- Unplug all external drive to prevent accidently deleting them)
- Administration command prompt (Windows Key +R then cmd then CTRL+SHIFT+ENTER)
diskpart
list disk
Make sure you select the correct disk
select disk 0
clean
exit
The select drive is now totally empty and ALL data is lost.
Reload windows.