Unknown device type using grub-probe
Try installing os-prober and running it before generating grub config, like so (assuming Arch Linux):
sudo pacman -S os-prober
sudo os-prober
sudo grub-mkconfig -o /boot/grub/grub.cfg
You should see "Windows Boot Manager" listed in the output. This resolved the issue for me on EFI/GPT Windows/Linux dual boot. Now from the GRUB menu, I successfully boot into Windows or Linux.
Credit: https://bbs.archlinux.org/viewtopic.php?pid=1795551#p1795551