The EFI entries are stored in UEFI NVRAM on your motherboard and when you boot your PC without the drive that contains your EFI partition and the UEFI can’t locate the EFI entry then it’ll just remove this entry. So you can’t boot from removable media using the standard way and for this case you’ll have to use default/fallback boot path:
Tip: If you use the option --removable then GRUB will be installed to esp/EFI/BOOT/BOOTX64.EFI (or esp/EFI/BOOT/BOOTIA32.EFI for the i386-efi target) and you will have the additional ability of being able to boot from the drive in case EFI variables are reset or you move the drive to another computer. Usually you can do this by selecting the drive itself similar to how you would using BIOS. If dual booting with Windows, be aware Windows usually places an EFI executable there, but its only purpose is to recreate the UEFI boot entry for Windows. If you are installing GRUB on a Mac, you will have to use this option.
Default/fallback boot path
Some UEFI firmwares require a bootable file at a known location before they will show UEFI NVRAM boot entries. If this is the case, grub-install will claim efibootmgr has added an entry to boot GRUB, however the entry will not show up in the VisualBIOS boot order selector. The solution is to install GRUB at the default/fallback boot path:
# grub-install --target=x86_64-efi --efi-directory=esp --removableAlternatively you can move an already installed GRUB EFI executable to the default/fallback path:
# mv esp/EFI/grub esp/EFI/BOOT
# mv esp/EFI/BOOT/grubx64.efi esp/EFI/BOOT/BOOTX64.EFI
I don’t know why your EFI entry is getting removed but you can use this method to boot your Qubes OS.