Dual boot Ubuntu 16.04 with preinstalled Windows 10 Dell G5 5587

I am trying to install+dual boot Ubuntu 16.04(LTS) with pre installed Windows 10(home) in my Dell G5 5587. Windows is installed in SSD. I have 1TB HDD alongside the SSD.

I did the following:

- Freed 100 GB from SSD and created 100 GB unallocated space.
- Turned off Windows 10 Fast boot.
- Turned off Secure boot feature from BIOS.
- Changed Secure boot mode to audit mode in BIOS.

msinfo32 is showing:

BIOS Mode UEFI
Secure Boot State Off

The BIOS is showing UEFI on, Secure Boot off, PTT on.

Approach 1 (MBR+UEFI/Legacy)

I burned Ubuntu using Rufus(MBR+UEFI/Legacy) to a pendrive. I got the pendrive in the one time boot menu(F12). When I try to install Ubuntu it showed the following warning:

"This machine's firmware has started the installer in UEFI mode but it looks like there may be existing operating systems already installed using "BIOS compatibility mode". If you continue to install Debian in UEFI mode, it might be difficult to reboot the machine into any BIOS-mode operating systems later.

If you wish to install in UEFI mode and don't care about keeping the ability to boot one of the existing systems, you have the option to force that here. If you wish to keep the option to boot an existing operating system, you should choose NOT to force UEFI installation here.")

As I do not want to risk losing Windows, I aborted installing Ubuntu.

Approach 2 (GPT+UEFI)

If I burn the Ubuntu OS using Rufus(GPT+UEFI), I do not find the pendrive in one time boot menu(F12).

Question

How to properly install dual boot Ubuntu 16.04 LTS with pre installed Windows 10 in Dell G5 5587?