I think we are really having a communication problem of some kind.
You are flip-flopping between UBUNTU and WinPE, and PXE and iPXE and possibly GRUB2 and PXELinux and possibly something else, I am losing you.
I provided you with examples for iPXE that include BOTH, particularly for WinPE (in UEFI mode) I suggested you to use Winboot (that is part of iPXE but can be used also by other bootloaders).
What is the problem with this?:
or with this ? (seemingly some fonts are needed at least in some configurations):
I will add this:
1. Yes, the EFI bootloader coming with Windows but normally you would chainload the bootfmgfw.efi instead, as in this thread (that you have found already):
see also here:
2. Sure, but it should find them alright (in theory), as long as they are in the intended path(s)
3. You don't, you cannot, and if you are using Wimboot you don't *need* it, whether you are using GRUB2 or not, the whole point is that the more traditional method has a lot of issues, it is extremely difficult to implement (if possible at all with Windows 10 based PE's) whilst the Wimboot works it is easier and also usually faster, hence I suggested it.