Emacs wsl grep fails on special characters

I'm using GNU Emacs 26.3 on a Windows 10 system (Virtualbox guest on Mac).

The following grep command inside emacs fails:

grep -i -n -d skip -e temp_ * 

with this error:

grep -i -n -d skip -e temp_ * NUL agrep: NUL: No such file or directory Grep exited abnormally with code 2 at Mon Mar 23 12:27:03 

If I run the command in the wsl shell it works.
The following grep command inside emacs also works fine:

grep -i -n -d skip -e temp * 

Note: the missing _ at the end.

I tried escaping the underscore with \ and \\, nothing helped.

Any ideas? Thanks a lot.

Edit: FYI: I'm using the following shell command, which works fine for other grep, make, etc. commands:

(setq explicit-shell-file-name "C:/Windows/System32/bash.exe") (setq shell-file-name explicit-shell-file-name) 

as for Tobias request: I run the 'grep command via my shortcut F5:

(global-set-key [f5] 'grep) 

then:

Run grep (like this): grep -i -n -d skip -e temp_ *