As per the license embedded in SF fonts (in name table, platform = 3, encoding = 1, language = 1033, name = 13), Apple prohibits the use of "Apple Font" (including SF, NY, etc.) on any non-Apple platforms:

This San Francisco Font (the “Apple Font”) is licensed to you by Apple Inc. (“Apple”) in consideration of your agreement to the following terms and the terms of the License Agreement for the Apple San Francisco Font that was presented upon the downloading of the Apple Font. If you do not agree with these terms and the terms of the License Agreement for the Apple San Francisco Font, do not use the Apple Font.

You may use the Apple Font solely for creating mock-ups of user interfaces to be used in software products running on Apple’s iOS, iPadOS, macOS or tvOS operating systems, as applicable. The foregoing right includes the right to show the Apple Font in screen shots, images, mock-ups or other depictions, digital and/or print, of such software products running solely on iOS, macOS or tvOS.

The grants set forth in this License do not permit you to, and you agree not to, install, use or run the Apple Font for the purpose of creating mock-ups of user interfaces to be used in software products running on any non-Apple operating system or to enable others to do so. You may not embed the Apple Font in any software programs or other products. Except as expressly provided for herein, you may not use the Apple Font to, create, develop, display or otherwise distribute any documentation, artwork, website content or any other work product.

DIY itself is always encouraged. However, please let the user know that Apple does not allow the official use of SF/NY fonts on Windows.

After several hours I found out how to make NY (Bold) Italic works in MS Office.
Since it's a Serif font, you have to make changes in <panose> section (I have to use FontForge as a reference). Its value, as taken from New York Regular:

<bFamilyType value="2"/>
<bSerifStyle value="2"/>
<bWeight value="5"/>
<bProportion value="2"/>
<bContrast value="6"/>
<bStrokeVariation value="4"/>
<bArmStyle value="0"/>
<bLetterForm value="0"/>
<bMidline value="0"/>
<bXHeight value="4"/>

Oh btw you might need to change the value in macStyle section so the italic style works in Office.