Veracrypt loads Grub bootloader instead of booting Windows after decryption

Question

tl;dr: When I enter the password for my encrypted Windows partition, the Grub bootloader on another partition is loaded instead of booting Windows. What is responsible for what is done after Veracrypt successfully decrypted the Windows partition / can I control this?

I wanted to achieve the following Win/Linux dual-boot setup (as mentioned here Full disk encryption on dual boot system using TrueCrypt): When I start my PC, the Veracrypt bootloader (in the MBR section) asks for a password to decrypt the Windows partition (/dev/sda1). When entered correctly, Windows boots, but when skipped with ESC, the "next" bootloader (Grub at /dev/sda4) gets loaded (to boot my encrypted Linux at /dev/sda2).

Therefore I encrypted my Linux with Luks, installed Grub (which was in MBR previously but Veracrypt complained about it) to the unencrypted boot partition and encrypted Windows with Veracrypt (with the option "Multi-Boot").

But now I always end up with Grub being loaded - unable to boot into Windows!? (When I enter the correct password, I can boot Windows from the Grub command line manually - so it seems to work, but somehow Veracrypt does not continue with booting Windows...)