I have 3 answers(solutions):
1) Try to "brute force" it with boot-repair. Go in ubuntu and run commands, and choose recommend repair. And hope it helps.
2) If it does not work, you could manually replace EFI/Microsoft/Boot/bootmgfw.efi file with grubx64.efi file (take a little tour into esp partition and look for .efi files in grub folder or something. If grubx64.efi doesn't work, try other .efi files). WARNING: backup bootmgfw.efi first, because without it you cannot boot in windows (without windows recovery usb).
Why will this work? UEFI firmware is (in your case) set to boot bootmgfw.efi file, so if you replace if with grub.efi, it will boot Grub (its a mind trick). Note: I didn't try this with Grub, but I did with rEFind. It is also possible that Grub doesn't work, so it currently over jumps grub into Windows.
3.) Try rEFind:
sudo apt-add-repository ppa:rodsmith/refind
sudo apt-get update
sudo apt-get install refind
This may solve the problem. If not see manual install of rEFind section at link:
www.rodsbooks.com/refind/installing.html#linux