Immortal grapple Vs Cailean

A friend asked about a situation they had. Saku blocked another vampire. That vampire's controller has Cailean play hidden lurker to get in combat. During the first round Saku plays immortal grapple but has no strikes due to hidden lurker. He is still ready despite taking damage and presses with the grapple. The question is who gets to set the range for the second round? Cailean or the immortal grapple?
I was of the mind that Cailean since he is the acting vamp can set the range on the second round before the grapple's wording takes effect but I am not sure since it says if another round occurs the range is close thus probably setting the range already before Cailean gets to decide.

Name: Cailean
[Sabbat:V, SW:U, BH:PN]
Cardtype: Vampire
Clan: Nosferatu antitribu
Group: 2
Capacity: 10
Discipline: dom ANI OBF POT PRE
Sabbat Archbishop of Detroit: Each round of combat, before range is determined, Cailean can set the range for that round. If he does so, skip the Determine Range step for that round.
Artist: Will Simpson

Name: Immortal Grapple
[Jyhad:R2, VTES:R, Sabbat:U, SW:U/PB, FN:PG, CE:U/PB2, Third:U, LotN:PG2, KoT:U/PB3, HttB:PGar3, V5:PN4, V5A:PB6, NB:PN2, NB2:PB3, NB3:PL6]
Cardtype: Combat
Discipline: Potence
Grapple. Only usable at close range before strikes are chosen. A vampire can play only one Immortal Grapple each round.
[pot] Strikes that are not hand strikes cannot be used this round (by either combatant).
[POT] As above, with 1 optional press. If another round of combat occurs, that round is at close range (skip the determine range step for that round).
Artist: L. A. Williams; Clint Langley; Avery Butterworth

Immortal Grapple sets the range before Cailean can as the range is set from an effect in the previous round. Once the range is set it cannot be changed even by another set range effect.

The related rule is that if something has set range already, another effect cannot set it again for that round. The range is set only once. Since immortal grapple sets the range automatically close during the previous round, Cailean cannot use his ability to set it in pre-range, even though he would be the acting vampire in this case and use effects and play cards first.

At least, that's my interpretation. The functionality of immortal grapple has always been vague.