Cannot boot Ubuntu on a triple boot system (Catalina, Win10, and Ubuntu 18.4.4)
With respect to your model/year Mac, the boot files for Windows and Ubuntu are installed to a FAT32 formatted volume stored in the EFI partition. Both operation systems store some of their boot files in the EFI/Boot folder. This causes a conflict which can result in either or both operation systems not appearing in or not booting from the Mac Startup Manager.

One possible solution would be to have two EFI partitions. It does not really matter when you create the second EFI partition. However, the second EFI has to exist by step 4 below. Here I will assume the second EFI partition exists at the end the drive (disk0s7).


Install macOS.
Install Windows. Windows will put its boot files in the first EFI partition (disk0s1).
Install Ubuntu. Ubuntu will put its boot files in the first EFI partition (disk0s1). Some of the Windows boot files will be overwritten.
Add the Windows boot files to the second EFI partition. The steps are given below.

Boot from the Windows installation flash drive. Enter shift+F10 to open a Command Prompt window. Enter the following commands. Here I assume windows is installed to drive C: and partition 7 contains the second EFI volume. If not, then make the appropriate substitutions.

diskpart
select disk 0
select partition 7
assign letter=s
list volume
exit
bcdboot c:\windows /s s:
exit