Update: after some reboots (PC on/off, etc) and win 10 update (insider preview last update), now bootmgfw.efi boots from grub(2.04-1ubuntu12) successfully. Shim is currently installed.
Update: after some reboots (PC on/off, etc) and win 10 update (insider preview last update), now bootmgfw.efi boots from grub(2. 04-1ubuntu12) successfully. Shim is currently installed.