The Ubuntu guide repeated the Step 7 heading, and the Windows guide went
from Step 1 to Step 3. The guides also said to download
sprout-<arch>.efi, then to copy the downloaded sprout.efi file, which
doesn't exist under that name.
The ARM64 step copied the arm64-efi GRUB modules into
/boot/grub2/x86_64-efi, where GRUB on ARM64 doesn't look for them, so
insmod chain and insmod fat failed.
The unsigned setup guides passed the EFI System Partition device to
efibootmgr -d, which expects the disk, and left out -p, which defaults
to partition 1. The command failed, or created a boot entry for the
wrong partition when the ESP isn't the first one. Pass the disk and the
partition number, as the signed guides do.