Heavy-ion collisions at $\sqrt{s_\mathrm{NN}} \sim 10$ GeV probe the QCD phase diagram at large baryon densities. Because the longitudinal Lorentz contraction is small at these collision energies, understanding the dynamics during the early phase of the collision is essential for the subsequent modeling of the system evolution and for constraining the QGP transport properties at finite baryon densities. Direct photons provide undistorted information on early-stage dynamics. We model relativistic heavy-ion collisions at RHIC Beam Energy Scan energies with a hybrid dynamical approach consisting of a 3D-Glauber initial state followed by viscous hydrodynamics and hadronic transport (MUSIC + UrQMD). The implemented thermal photon emission takes into account the enhancement from finite baryon chemical potentials. We show that direct photon spectra and their anisotropic flow coefficients have a strong sensitivity to the early stage of heavy-ion collisions. Thus, they provide constraints on QGP dynamics complementary to those obtained from hadronic observables.