Welcome to a larger world. IF you ever need dual boot working well on linux, I found the best robust method is install Windows first, leave space for more partitions. install Linux and make a separate boot efi partition. Many distros offer to probe for foreign OS. this will find windows and add a chainloader entry to grub. Set the Linux partition as the boot one in BIOS/EFI. Grub will start and if you choose Windows it handsover the boot to Windows boot ( and Windows doesn’t know it). Windows will leave your EFi linux boot alone. You can also share a ntfs partition between them if needed