What to do when grub os-prober fails to detect Windows

Add a custom entry to /etc/grub.d/40_custom

menuentry "Windows" --class windows --class os {
   insmod ntfs
   search --no-floppy --set=root --fs-uuid <UUID>
   ntldr /bootmgr
}

Replace <UUID> with UUID in step 1.

Update your grub config

$ sudo update-grub

or

$ sudo grub-mkconfig > /boot/grub/grub.cfg