ntldr.mod missing from GRUB2

You downloaded the grub-pc package, which is for bios booting machines, so the module will not load in the efi version of grub. That module does not exist in the EFI version of grub because it relies on the bios.

If you want to boot the windows installer from a usb stick, then you shouldn't be doing anything with grub; just tell your firmware to boot that drive instead of your hd with grub on it.