I imagined this could happen because Affinity could not find the bitmap I used on the grid (it comes inside the zip). To solve that problem  follow the steps below:

1. With the grid layer selected, hit the Fill Tool and on the Type drop menu select "Bitmap" 

2. Affinity Photo will open a browse window so you can select the box grid image that came inside the zip

3. And that's it! Now you can change orientation and scale of the grid with the Fill Tool.