Just a short note how to install Debian in dual boot with full encryption (without separate un-encypted boot).

I needed to preserve installed windows and didn’t wanted to touch bios settings, so the first needed thing is a un-allocated disk space.
During disk partitioning free space should be dedicated to encrypted partition.
After key is provided and partition initialized volume group and correspond logic volumes should be created on encrypted partition (it will be listed like /dev/nvme0n1p3_crypt).
At the latest stage of installation grub will be fail, to make grub seems installed you need to switch to second terminal and add GRUB_ENABLE_CRYPTODISK=y to /target/etc/grub:

echo GRUB_ENABLE_CRYPTODISK=y >> /target/etc/grub

Then repeat grub installation from menu.

The next steps I’ve made in recovery mode, because grub was continue insulting me with messages “error: Invalid passphrase. error: no such cryptodisk found.”

The most important step (and probably the only required) is to convert luks key from argon2i (which is turned out to be not supported by grub) to pbkdf2 with command:

cryptsetup luksConvertKey --pbkdf pbkdf2 /dev/nvme0n1p3

/dev/nvme0n1p3 should be the path to actual encrypted partition.

The last two steps are going in decrease of importance, probably they are not needed, but I’ve done them before key conversion, so not 100% sure.
Add cryptdevice=/dev/nvme0n1p3:lvm to the end of GRUB_CMDLINE_LINUX_DEFAULT in /etc/default/grub.

Re-install and update grub:

mount -t efivarfs none /sys/firmware/efi/efivars/ && \
grub-install --target=x86_64-efi --uefi-secure-boot --force-extra-removable /dev/nvme0n1 && \
update-grub

I’m the most skeptical about the last step since it’s usually needed when PC can’t load grub because of enabled secure boot and incorrect installation. But a saw message that it doesn’t accept LUKS password, so grub was definitely loaded.