Back again with the same problem as here but I managed to identify the real problem.
My computer has a 1TB HHD and 256GB SSD. When I first installed Ubuntu it didn't found my SSD where the Windows EFI is, so being a newbie I created an EFI partition for Ubuntu and have been working like this for a few months, when I want to use Ubuntu I just start my computer and wait for the grub, when I want to use Windows I start my computer, press F12 and select Windows Boot Manager.
Now, due to preference, I want to use Windows most of the time, but it will be tiring having to press F12 all the time.
So my question is, is there a way to read the SSD or to include the Windows Boot Manager to the grub without reinstalling Ubuntu?
PS: I have run sudo os-prober
and nothing appears.