On my laptop Win10 was installed on SSD. I setup HDD and install Ubuntu on it. EFI partition is on SSD. First boot - ok. Next boot - grub command line on black screen. After that I reboot, enter BIOS setup, then "Save and exit". Booting ok. Next reboot - again black screen. I.e. for booting I need to enter BIOS setup and click "Save and exit". Without this operation grub doesn't boot. I'm confused a little...
grubx64.efi
binary is on the SSD and its configuration files and the Linux kernel are on the HDD. If the HDD took longer to be detected than the SSD, the symptoms you report might result. Moving the GRUB configuration files to the SSD might fix the problem. You can do this by creating a separate/boot
partition on the SSD. Alternatively, you could try using my rEFInd, which supports ascan_delay
option that may be useful.