Thank you!
Well, there is a little bit, I can be detect:
BootOrder: 2001,2002,2003
Boot0000* USB HDD: Generic USB Storage PciRoot(0x0)/Pci(0x15,0x0)/USB(3,0)/HD(2,GPT,817baa94-9d4a-4016-a775-f71f3dab0d9f,0xd4,0x1680)RC
Boot2001* EFI USB Device RC
Boot2002* EFI DVD/CDROM RC
Boot2003* EFI Network RC
Although you have a device "sda", which I assume is an internal disk (HD or SSD), there is
no entry for it in the EFI boot list, at least not yet! The Boot0000 is your USB-Stick, which is ok, since you booted from it (successfully) and the entries "2001-2003" are just some other devices (possible USB-attachment, optical drive, and network).
If it stays like this, it is no wonder, that the message after a reboot is "no bootable device". With the stick gone, there is no entry for your disk!
Normally, grub-install will/should add an entry here, but this can be suppressed, e.g. by the "--no-nvram" option.
Otherwise your disk-configuration seems alright. There is an EFI-partition (sda1) and a root one (sda2).
If the installation data actually do get on that disk, I am sure it would boot, once there is an entry in the EFI-vars list.
If it gets stuck, the next time, you could check after the next boot from the stick, if boot files did actually get on the EFI-partition from the previous grub-install. From your lsblk-listing, it gets (correctly) mounted to /boot/efi. If you look around there (with "ls"), you should find an EFI/siduction subdirectory. If present, and containing .efi-files, grub-install worked up until here, at least. With a little bit of luck, there is also an EFI/BOOT directory. If so, and when there is not a "just BOOT" directory in /boot/efi already, then copy the EFI/BOOT to that (just BOOT) place. This would help to boot that disk similar to the stick at the next reboot. It would be a stop gap only, but can help, if grub-install did not create a propper disk entry in the EFi-vars list. We would still have to find out, why this is so, though, if it is the case.
May be, hopefully, my suspicion about the hard disk failing is incorrect, and grub-install simply does not succeed in creating an EFI boot entry and just "hangs" there every time.
So far my findings and "recipe" for now.
Again, good luck!!!