Windows 10 Replacing Grub
It turns out that this issue was being caused by Windows 10 settings. Using the command bcdedit /set {bootmgr} path \\EFI\\Manjaro\\grubx64.efi
seemed to completely fix the problem. No matter what OS was last booted into the Manjaro boot loader (grub) still appears.
This comes up as a top result for this problem, so adding info for all distros:
The "Manjaro" string in the selected answer is specific to OPs distribution so this might not work for you. To make this answer more generic across all linux distros:
Step1: Browse your EFI partition using one of the options here How to access efi partition on windows 10? (For me running "mountvol P: /S" in an admin cmd terminal worked.) Use "dir P:\EFI" to figure out what path your distro sets up in this UEFI partition. Eg. for Fedora it becomes \EFI\fedora\grubx64.efi
Step 2: Now run the bcedit command bcdedit /set {bootmgr} path \EFI\YourDistroPath\grubx64.efi
Step 3: Disable Fast Startup in Windows 10 This keeps changing with Windows updates. For me Power And Sleep Settings-> Additional Power Settings -> Choose What Power Buttons do. Click on "Change settings that are currently unavailable" this enables the fast start option.
Step 4: Shut down, dont restart. Et Voila.
Step 5: (optional) Email Microsoft support and nicely ask them to stop shipping software that breaks your boot loader.