Unable to get dual boot RL8 + Windows 10

I have installed dozens of different Linux OSes (Ubuntu, CentOS of all possible versions and flavors) and have never got into problem as trivial as this: the Rocky Linux 8.4 installer is apparently unable to install dual boot configuration on my Dell Optiplex 3080 PC.

I have shrinked the main Windows partition (from within Windows) on NVMe SSD disk and added another HDD. The installation of RL8 uses RAID1 partitions build on both disks. My first attempt included RAID1 /boot/efi partition, separate from the original Windows ESP on /dev/nvme0n1p1. The system installation went smoothly, rebooted and … no Windows in the boot menu. I searched the internet, tried to add Windows entry in /etc/boot.d/40_custom, to no success.
So I thought maybe the problem was that I had created separate EFI partition. I reinstalled RL8, using /dev/nvme0n1p1 for /boot/efi this time (ignoring the warning that it is not on a RAID, as is the /boot partition). Again, no Windows in the menu.

I am stuck. Linux-Windows dual booting has never been a problem for Linux installers. Here, even the renowned boot-repair does not help, asking to enable a repository containing the [grub-efi-amd64-signed] (or similar) packages in Rocky Linux installation. The only way to boot Windows is to press F12 at boot to enter the BIOS one-time boot menu but this does not seem to be very convenient.

Any hints would be much appreciated
regards, Michal