The scope of "types of instrument" is illustrated by the PHB

The full text of the passage you quote from says:

Musical Instrument. Several of the most common types of musical instruments are shown on the table as examples. If you have proficiency with a given musical instrument you can add your proficiency bonus to any ability checks you make to play music with the instrument. A bard can use a musical instrument as a spellcasting focus, as described in chapter 10. Each type of musical instrument requires a separate proficiency.

Here it is clear that 'types of musical instrument' are precisely those given in the table, namely: Bagpipes, Drum, Dulcimer, Flute, Lute, Lyre, Horn, Pan flute, Shawm, Viol.

The list is not meant to be exhaustive, but it does show the scope of 'types of instrument' - each entry is both a "type" and a "given instrument" as per the rule above, and can be used as a basis for selecting other appropriate (types of) instrument.

The magical item descriptions are meant to be inclusive

The magical item entries you give by contrast are meant to be more inclusive than proficiency with one narrow 'type of instrument'. "Wind instruments" as given in the spell descriptions include the 'types of instrument': bagpipes, flute, horn, pan flute, shawm, or any other wind instrument suitable for your setting. So if you have any of those proficiencies, you are good to go. The magical item description is not however meant to be a key to understanding what 'types of instruments' are - this term is illustrated clearly enough in the PHB.

Yes, it can

You can make any non-magical trinket that can fit in your hand, and it disappears after the end of your next turn. One of the trinkets you can make, as listed under PHB 160, is "a whistle made from gold-colored wood" as well as "a tiny silver bell without a clapper"; these are both things that you could make such that they can fit in your hand.

Furthermore, they fit the criteria of "musical instruments," because you can make music with these. While the PHB does list some of the things it considers as instruments, it is not meant to be an exhaustive list:

Tools, PHB 154

Musical Instrument. Several of the most common types of musical instruments are shown on the table as examples.

This means prestidigitation can create a musical instrument that can fit in your hand, and you can use any musical instrument as a spellcasting focus.

Of course, it is inefficient

You must use your action to cast prestidigitation, and then you cannot use your action again to cast another spell. On your next turn, you could use the instrument to cast a spell, but then it disappears at the end of that turn, and you have to recreate it on your third turn. This allows you one spell every other round that isn't prestidigitation (unless it's a bonus action or reaction spell).