DHCP server as Linux and client as Windows

You don't want to relay DHCP. You want to completely disable DHCP on the router. Once that's done, see if it works. If it doesn't, re-run the "connect to the internet" wizard is SBS.

It is vendor, even firmware specific how a client reacts to multiple DHCP answers.

Variants I have seen over the years are:

1) Accept the first regardless whether it is an ACK or NACK.

2) Take the first ACK, ignore NACK's completely.

3) Take the last ACK received within a set time-interval (usually 5-10 seconds).

Example: Some years ago we had issues with Ricoh MFP's.
We had 2 DHCP servers. One supplied the addresses, the other only additional DHCP options. The 2nd server always answered first.
The Ricoh's used variant 1) even if the 1st offer only contained DHCP options. Ricoh changed it to variant 2) with a firmware update after we explained the problem to them.