I'll add it for next update ;)
By the way, this change will only affect terminals opened after the switch to undercover mode, but still a nice detail

Just some rough thoughts on dealing with terminals that are already open. Just requires that the xdotool be installed.

Using the xdotool, search for all of the open terminals and store in an array:
TERMS=( $(xdotool search --name "root@") )
echo ${TERMS[@]}
75497478 79691782 65011718 71303174

For the DOS terminal, set the following variable:
n=$(printf '%s\n' 'export PS1='"'"'C:${PWD//\//\}>'" '")

Use the xdotool to set the prompt in the open terminal. This is just using a single terminal window id as an example:
xdotool windowfocus 65011718 type "$n" && xdotool windowfocus 65011718 key Return && xdotool windowfocus 65011718 type clear && xdotool windowfocus 65011718 key Return

To restore the original prompt set the following variable:
o=$(printf '%s' 'export PS1='"'"'[\e]0;\u@\h: \w\a]${debian_chroot:+($debian_chroot)}[\033[01;31m]\u@\h[\033[00m]:[\033[01;34m]\w[\033[00m]\$ '"'")

Then repeat the previous xdotool command to set the prompt changing the variable:
xdotool windowfocus 65011718 type "$o" && xdotool windowfocus 65011718 key Return && xdotool windowfocus 65011718 type clear && xdotool windowfocus 65011718 key Return

While I like the idea and I also been trying some other methods to implement this, I think its a bit overcomplicated and may end being a failure point. Even more, I don't think overwriting your currently opened terminals is a good idea, imagine if another process is running on it...

Thank you anyway ;)

PD: A change that I am going to apply is exporting that prompt at the end of the script, so that if you call kali-undercover from the terminal at least that terminal changes the prompt immediately