sudo update-grub is not affecting the grub menu

Solution 1:

I had the exact same symptoms.

Turned out that the Ubuntu 20.04 installer had incorrectly mounted the Windows 10 EFI partition in /etc/fstab at /boot/efi for the Ubuntu installation.

This meant that new kernels and other grub updates were being added to the wrong grub.cfg in the wrong partition.

I just mounted the correct Ubuntu EFI partition in /etc/fstab and updated grub and bingo, my grub menu was properly updated.

Not sure if this is a bug in the Ubuntu dual boot installer for EFI or just my system.

Hope this is helpful.