uefi – Dual boot: no bcd or no grub

I installed Ubuntu 18.10 together with Windows 10.

When I boot, I see grub and I can boot into Ubuntu.
But if I choose Windows in the grub menu, an error message appears that says BCD is missing.
Now, I can fix it with my Macrium Reflect CD, if I start it with EFI (my BIOS AMI is very temperamental about the boot of removable media like EFI). Fix Windows, but then, grub is gone, and the only way to get to Ubuntu is by manually selecting it in BIOS.

I tried to execute the boot repair. When I run it from my Ubuntu installation, it complains that I did not boot efi. If I run it from a DVD, my BIOS can not start it with EFI or it can not be repaired.

I tried changing BIOS from efi to legacy, but that did not help much. Here is the record: