How to make GRUB reappear AND detect Windows?

Question

boot Mint + Windows 10. I wanted to have Ubuntu instead of Mint. The computer is a HP-EliteBook-Folio-1040-G1 - so new and it seems to have UEFI, not sure though.

I started the Ubuntu installation. Mint was installed in 1 partition, no swap, etc. There were 3 partitions. 2 ntfs, and 1 ext4.

I removed the ext4 partition, selected free space, create a new mountpoint / and started the installation. The installation could not be started because of the error No EFI System Partition was found. So I create also a swap partition and a 700MB EFI partition ot of that free spaced from the old Mint. The NTFS partitions are intact.

Now the installation was good.

Problem: after restarting the PC it is running immediately Ubuntu. Grub is not appearing.

I would like to have the GRUB loader appear and give the possibility to choose Ubuntu or Windows.

This is the situation:

sudo fsblk
[sudo] password for username: 
sudo: fsblk: command not found
sudo df -h
Filesystem      Size  Used Avail Use% Mounted on
udev            1,9G     0  1,9G   0% /dev
tmpfs           384M  1,8M  382M   1% /run
/dev/sda6        29G  6,2G   21G  23% /
tmpfs           1,9G   25M  1,9G   2% /dev/shm
tmpfs           5,0M  4,0K  5,0M   1% /run/lock
tmpfs           1,9G     0  1,9G   0% /sys/fs/cgroup
/dev/loop1       63M   63M     0 100% /snap/gtk-common-themes/1506
/dev/loop0      256M  256M     0 100% /snap/gnome-3-34-1804/36
/dev/loop2       50M   50M     0 100% /snap/snap-store/467
/dev/loop3       30M   30M     0 100% /snap/snapd/8542
/dev/loop4       55M   55M     0 100% /snap/core18/1880
/dev/sda3       667M  7,8M  659M   2% /boot/efi
tmpfs           384M   68K  384M   1% /run/user/1000
sudo cat /etc/default/grub
[sudo] password for sodhreeqmonique:
If you change this file, run 'update-grub' afterwards to update
/boot/grub/grub.cfg.
For full documentation of the options in this file, see:
info -f grub -n 'Simple configuration'
GRUB_DEFAULT=0
GRUB_TIMEOUT_STYLE=hidden
GRUB_TIMEOUT=0
GRUB_DISTRIBUTOR=lsb_release -i -s 2> /dev/null || echo Debian
GRUB_CMDLINE_LINUX_DEFAULT="quiet splash"
GRUB_CMDLINE_LINUX=""
Uncomment to enable BadRAM filtering, modify to suit your needs
This works with Linux (no patch required) and with any kernel that obtains
the memory map information from GRUB (GNU Mach, kernel of FreeBSD ...)
#GRUB_BADRAM="0x01234567,0xfefefefe,0x89abcdef,0xefefefef"
Uncomment to disable graphical terminal (grub-pc only)
#GRUB_TERMINAL=console
The resolution used on graphical terminal
note that you can use only modes which your graphic card supports via VBE
you can see them in real GRUB with the command `vbeinfo'
#GRUB_GFXMODE=640x480
Uncomment if you don't want GRUB to pass "root=UUID=xxx" parameter to Linux
#GRUB_DISABLE_LINUX_UUID=true
Uncomment to disable generation of recovery mode menu entries
#GRUB_DISABLE_RECOVERY="true"
Uncomment to get a beep at grub start
#GRUB_INIT_TUNE="480 440 1"

The ntfs partitions are in sda1 and sda2

EDIT: To answer the comments: If I press Esc during boot this screen appears:

When I select F9, the following appears:

When I click Os boot manager I get:

EDIT 2 I also tried the following:

F9 here:

Selected Boot from EFI file:

Selected EFI:

Selected this one:

Selected Ubuntu:

Selected shimx64 and grub:

Both these two choices start Ubuntu, but not Grub appears

And should it help, here is the bios:

Can anybody please help?