ok there are a few things to consider here, your service domain controls all. You'd be best on it to point the records manually to the VPS in my opinion. You can do it other ways, but if you do you will need to create those entries manually in plesk DNS servers (like server aliases for win1.yourservicedomain.com, win2.yourservicedomain.com etc)
The nameservers themselves, leaving the ns1-4 on the service domain is a must, but moving the actual domain to the ns5/6 to be the master DNS servers for that domain can create issues with the instant aliases as the like unless you go into the Hsphere side e.manager, and look at all the dns entries and recreate them manually.
So I think would be easier to just change on the Hsphere side to custom dns, and change the A record for the domain to the VPS ip that it does in Plesk DNs, then same for the domain(without www) A records, MX record to VPs, etc.
either way going to be some hand edits of DNS....and either way client sites should not go down with the ns1-4 still being there, BUT if they use a winXX/webXX.yourservicedomain.com alias to FTP, it will break, and instant aliases will break unless you do the Hsphere dns-->Plesk DNs by hand, so depends on the route you want to take.