As I said before, the update of grub with recognizing other operating systems (like Windows) is here in these cases only successful after a reboot (!). (To execute update-grub or grub-mkconfig with sudo is self-evident, I think.)
And I know how to repair the grub menu (with a reboot and running update-grub again). But I liked to point to this behaviour, because it exists since changing the pacman routine of installation of updated packages. If it is a general problem (and not only mine), it will exists later too, when user are updating their dual-boot systems in the stable (updates). And eventually they are a little bit confused, when the grub menu entries for windows are lost.