Grub installation error - Kali windows 8 on SSD drive Raid0

[BackIsBachus]

Hi,

I am trying to install the latest version of Kali on my MSI laptop.
By default it had windows 8 (now 8.1) installed on 2 ssd drives put in RAID0 (also there was a 1TB hdd for data).
I made some room on the raid0 for Kali, followed the procedure to install Kali x64 with EFI (with a USB stick).
During the installation I put the partition for Kali in ext4, set it as bootable, mount it on /

Everything goes well until it tries to install grub. I get a message saying that an error occurred while trying to install grub.

I finished the installation without grub, rebooted on the USB-live and tried to manually install grub. But I only see my 2 SSDs as independent drives with no sign of any partition or RAID0.
I dug a bit and it is shown that there is a RAID between those 2 discs (sda and sdb) but I cannot find it.
(Also Gparted also sees 2 SSDs and no RAID).

My description may be a bit... unclear, so if I need to detail something tell me.
(FYI I did some research this forum and on other websites but nothing came up to help me solve my problem.)

Thanks !

[BackIsBachus]

Meanwhile I tried a dozen of How-To from various places to install Kali on dual-boot with Windows 8.1 but nothing good came out...

I don't know if it is necessary but my laptop is a MSI GT70 (I say this because of this thread I just saw).
It really bothers me because I had a previous version installed in Legacy boot and now I can't even go back to that...