How do I install Windows on separate disk using GPT/EFI and BootCamp?
With respect to Microsoft Windows, 2012, through 2014 were translational years for Apple Macs. For the 2011 and older Macs, Windows is installed in BIOS/MBR mode using a Windows installer DVD. In 2012, Apple started to drop the optical drive from its Mac models. To allow Windows to be installed, the Boot Camp Assistant application copied the files from the Windows installer iso, to a USB flash drive. The "Boot Camp Support Software" was also included on the flash drive. To install older Windows versions, the "Boot Camp Support Software" files had to be manually copied to the flash drive. 

Staring in 2015, Apple dropped the ability to install operating systems that require a BIOS/MBR boot method. This eliminated the possibility of installing Windows 7 on these Mac models. This change brought Macs update to date with the reset of the industry, which converted to EFI/GPT booting of Microsoft Windows in 2011. Also, with the release of El Capitan (OS X 10.11), the Boot Camp Assistant can now install Windows on certain Mac models without the use of a DVD or USB flash drive. 

So where does this leave the transitional 2012 through 2014 model year Macs? I wish I had an absolute answer. Consider the following.


If one had Windows 7 installed in BIOS/MBR mode and upgraded to
Windows 10, then the result would be Windows 10 running in BIOS/MBR
mode using the "Boot Camp Support Software" intended for a Windows 7
installation. Some people have reported that running "Apple Software
Update" afterwards will result in the downloading and installing of
newer "Boot Camp Support Software".
Some people have installed Windows 8/8.1/10 from scratch on their
model Mac in BIOS/MBR mode with any problems, while others have
done the same on their model Mac in EFI/GPT mode without problems.
I do not remember anyone trying both methods. Usually, once one method
works, they quit trying.


So, it really depends on what the "Boot Camp Support Software" for you model Mac will allow. You have reported that the Boot Camp Assistant installed Windows 10 on your Mac using a BIOS/MBR boot method. So I assume this is what is right for your model Mac. However, if you have created the Windows 10 USB flash drive installer, then you could try both methods. Insert the flash drive and restart the Mac. Hold down the option key at startup. If an icon labeled "Windows" appears you can try a BIOS/MBR install. If a icon labeled "EFI Boot" appears, then you can try a EFI/GPT install.

In the end from the user perspective. it really does not matter which method is employed to boot Windows. Ubuntu is installed in EFI/GPT mode which works independent of either Windows boot method. I guess the Windows EFI/GPT method offers a fast boot option, but this can only be used when Windows is the sole operating system on a computer. You intend to include both OS X and Ubuntu Linux.

Note: Some Linux installers will not install in EFI/GPT mode to a hybrid GPT. To solve this problem, you may need to: 


(Optional) Make a backup copy of your Protective MBR (PMBR).
Use the Boot Camp Assistant, Disk Utility or other application(s) to
create a hybrid GPT.
Install Windows. (Usually to partition 4)
Save a copy of the hybrid MBR.
Covert the MBR back to a Protective MBR (PMBR) or restore from backup.
Install Linux to new partitions without changing the existing partitions.
Restore the hybrid MBR from the backup.


Another solution, would be to install Linux first, leaving a space for Windows to be installed after Linux. In this case, format the Windows partition HFS before installing Linux and FAT before installing Windows.

If you intend to install Windows on a second disk, you may want to read the posts made to the question: "Problem Installing Windows 7 via Boot Camp".