Also, in Windows OS, navigate to the Control Panel and the Power Options and ensure that Fast Boot is disabled.
Fast Boot is not boot at all, it is just Hibernate - Windows does not actually boot quickly - it hibernates. It does not fully shut down. This way, the 'fast boot" just wakes the computer, giving the illusion of a fast boot up process.
Since it never shuts down, you never reach boot and never reach grub.