Thank you for the answer and the link!
I wanted to make sure that it was the problem as I'm not good with bootloaders and such.
I'll then go with 3rd option and use grub2 as I only wanted to use Windows bootloader to learn how to do it to boost my skills a little bit.
I know there are many similar topics but in some of them user wanted to use Grub? bootloader, in others people installed Linux first and then Windows and the rest was posted before EasyBCD 2.2 where UEFI is supported.
So, as you guess, I have UEFI, I installed Windows first...