I have formatted the disk (/dev/sdb) instead of partiton(/dev/sdb1) and filled it with data. I have a remote backup of data, but no way to do a local backup, as it is 3Tb. Now my dual-boot Windows attempts to corrupt the disk every time I run it. Is there any way I can attempt to turn this partitionless disk into GPT-partitioned one without reformatting it and redownloading 3Tb of data?

In theory, I suppose you could shrink the filesystem on the disk by a small amount (say, 2 MiB), then use tricky dd commands to shift it all 1 MiB to the right, then use gdisk or parted to create a partition table with a partition that begins at 1 MiB.

In practice, I do NOT recommend attempting this because there's too much chance of a slipup that will trash everything. It might be OK to risk it if you had a backup, but you say you don't have a backup. Thus, my recommendation is:

BUY ADEQUATE BACKUP HARDWARE! Once that's bought, back up the disk, partition it, and restore. In fact, you could simplify things by buying a similar-sized disk as your backup hardware, partition it normally, copy the files, and begin using the new disk in place of the original and the original as your backup.