How do I create on a USB storage device, a partition 1 of exFat, with data files and the loadable iso, and partition 2 with the UEFI bootable Grub2?

Question

Update 2

Okay, I've managed to get a working live USB with Grub2.

First I created created a gpt partition table with GParted and created the following partitions:

• exfat - [Remaining space] Live CD ISOs and files. (Created with gnome-disk-utility since GParted doesn't support it.)
• ntfs - [5.50 GiB] Extracted Windows 10 recovery ISO files.
• fat16 - [100 MiB] Grub2.

I followed this answer on how to change the partition number order just so they were in the correct order. I used fat16 in hoping my PS4 couldn't see it so that it could auto mount the exfat partition without being asked which partition to mount - it didn't work. I'm only aware that fat16 and fat32 are the only compatible Grub2 UEFI boot-able partitions.

Then to install Grub2. I mounted the partition were I wanted to install Grub2 were "GRUB2" is the label given under GParted and "user" is my Xubuntu account name.

sudo grub-install --removable --boot-directory=/media/user/GRUB2/boot --efi-directory=/media/user/GRUB2

Then I create the grub.cfg under /media/user/GRUB2/boot/grub/grub.cfg with the following entries.

menuentry "Lubuntu Boot Recovery Live CD (AMD64)" {
    insmod part_gpt
    insmod exfat
    insmod search_fs_uuid

    set iso=/iso/boot-repair-disk-64bit.iso
    search --no-floppy --set=root --fs-uuid 92AE-07D5

    loopback loop ($root)$iso
    linux (loop)/casper/vmlinuz.efi boot=casper file=/preseed/lubuntu.seed iso-scan/filename=$iso noprompt noeject
    initrd (loop)/casper/initrd.lz
}

menuentry "Windows 10 Installer on SDB2 (AMD64)" {
    insmod part_gpt
    insmod ntfs
    insmod search_fs_uuid
    insmod chain

    search --no-floppy --set=root --fs-uuid 13B187F260B1ACD6
    chainloader ($root)/efi/boot/bootx64.efi
}

menuentry "Xubuntu Live CD (AMD64)" {
    insmod part_gpt
    insmod exfat
    insmod search_fs_uuid

    set iso=/iso/xubuntu-18.04.4-desktop-amd64.iso
    search --no-floppy --set=root --fs-uuid 92AE-07D5

    loopback loop ($root)$iso
    linux (loop)/casper/vmlinuz boot=casper file=/preseed/lubuntu.seed iso-scan/filename=$iso noprompt noeject
    initrd (loop)/casper/initrd
}

Took a while researching but from my understanding.

• insmod - This is used to load the following module. Presumably, I don't think these are needed in 2.02> but I added them just in case. I found a handy list here.
• set - Is used to set a variable.
• search - This searches for certain criteria such as matching directory, UUID of the partition, partition name, etc and stores it in a variable under --set.

I'm not entirely sure how or what loopback, linux, initrd, preseed and chainloader actual functionality are. But I copied the file paths but the extension maybe different or may not have an extension.

---

So far I've got everything I want working but I presume running a Windows 10 ISO from an ISO file isn't possible without a more complicated script. This is a code snippet I've got so far for the menu entry but it doesn't work.

menuentry "Windows 10 Installer (AMD64) (ISO) (Doesn't work)" --class windows --class os {
    # Load module to be able to read GPT partition table.
    insmod part_gpt

    # Load module to read the partition that ISO is stored.
    insmod exfat

    # Load module to find partition with UUID.
    insmod search_fs_uuid

    # Load module to chain load to another EFI.
    insmod chain

    # Set UUID of partition that has ISO image and store it in variable.
    set uuid="92AE-07D5"
    search --no-floppy --set=root --fs-uuid $uuid

    # Set ISO Directory.
    set iso=/iso/win10-1909-english-x64.iso

    # Mount ISO.
    loopback loop ($root)$iso

    # Boot ISO.
    #chainloader (loop)/efi/microsoft/boot/cdboot.efi
    chainloader (loop)+1
}

I've tried #chainloader (loop)/efi/microsoft/boot/cdboot.efi uncommented before chainloader (loop)+1 but to not success.

All that's left of the question is: How do I boot Windows 10 Installer ISO to boot from a ISO file?