This problem appears to be caused by bugs in some EFI firmware, and is resolved in Endless OS 3.1.0 which includes a newer version of GRUB to fix this problem. Users who install new versions of Endless OS should not have this problem.
In case you are facing this problem, try to start Windows from the firmware boot menu. Enter the firmware boot menu by turning off your computer, turning it on, and immediately pressing a certain key. The key is different for different computers – it is usually F2, F12, or Del, and there may be instructions shown on screen when the computer starts up. After that, select the Windows Boot Manager from the boot menu. It may look something like this: