Alienware 15 R4 dual boot

Hello everyone, I have Alienware 15 R4 with 256 GB SSD + 1TB HDD. Windows 10 was already installed on SSD. However, I use Ubuntu often. I successfully installed Ubuntu on the HDD by switching to Legacy mode and disabling secure boot. Wifi and touch pad were not working but I fixed it. However, I still need to manually install Wifi drivers after updates. I added the HDD partition containing Ubuntu as a boot option. Now I can see (Windows) SSD, Ubuntu (boot64.efi), Network as boot options when I press F12 on boot. On Legacy mode with secure boot disabled, Ubuntu loads by default. However, when I switch to UEFI mode with secure boot enabled, a memory test starts and the computer shutdowns. On starting again, Windows loads normally. And if I want to choose from the list of boot options after pressing F12, Windows starts even if I select Ubuntu. I don't want to use dual boot like this. I am looking for a solution where I press F12 and get a list of boot options. The select either windows or Ubuntu form there. It will be even better if this happens in UEFI mode with secure boot enable. Please let me know if it is possible. If yes, how? I remain at your disposal for any additional information. Thanks in Advance!