I owned such a computer once. The Gigabyte Hybrid EFI is, hands down, the single worst x86/x86-64 EFI implementation I've ever encountered. (Note that I currently own 12 EFI-based computers, and I've used countless more at work.) See this page of mine for details of my experiences with this system.
Overall, my recommendation is to abandon your attempt to use EFI mode on that computer. Re-install Windows in BIOS mode and install Ubuntu in a BIOS-mode dual-boot. That will almost certainly go much more smoothly and be much less likely to cause problems in the future.
If you must use EFI mode for some reason (like if you've got an over-2TiB hard disk), then you should first be aware that the computer doesn't remember its boot options, so you must use a fallback filename on the EFI System Partition (ESP). You can install in either BIOS mode or EFI mode and then install an EFI-mode boot loader using the fallback filename of
EFI/BOOT/bootx64.efi -- that is, you must copy
EFI/BOOT and rename
EFI/BOOT. (Alternatively, you can do something equivalent with another boot loader, like ELILO or rEFInd.) See this section of one of my pages for a little more on this approach. Note that if you install in BIOS mode, you'll need to install the boot loader after doing the main installation, and this can be awkward if you're in BIOS mode.
One major caveat is that, if you're dual-booting with Windows, the Gigabyte EFI might favor the Windows boot loader (
EFI/Microsoft/Boot/bootmgfw.efi) over the fallback filename of
EFI/BOOT/bootx64.efi. If so, you'll need to give your boot manager the Windows boot loader name and configure it to boot the Windows boot loader under another name. Boot Repair can do this in a semi-automated way for GRUB by using an option on the Advanced menu; or the
mvrefind command can help out if you use my rEFInd.
The above hoop-jumping is one of the reasons I recommend you abandon an EFI-mode installation on anything using a Gigabyte Hybrid EFI.