If i start from USB following appears. I can choose from these 3 actions. If i click Continue, nothing happens and iam back into the Boot Manager.
What does it mean?
Legacy is disabled, and Secure Boot disabled.

i created folder EFI\Boot\ with BOOTX64.efi, grub.cfg, grubx64.efi, MokManager.efi inside.
inside my Grub is this:
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# Config file for GRUB2 - The GNU GRand Unified Bootloader
# /boot/grub/grub.cfg

# DEVICE NAME CONVERSIONS
#
# Linux Grub
# -------------------------
# /dev/fd0 (fd0)
# /dev/sda (hd0)
# /dev/sdb2 (hd1,2)
# /dev/sda3 (hd0,3)
#
# root=UUID=dc08e5b0-e704-4573-b3f2-cfe41b73e62b persistent

set menu_color_normal=yellow/blue
set menu_color_highlight=blue/yellow

function load_video {
insmod efi_gop
insmod efi_uga
insmod video_bochs
insmod video_cirrus
insmod all_video
}

load_video
set gfxpayload=keep

# Timeout for menu
set timeout=5

# Set default boot entry as Entry 0
set default=0
set color_normal=yellow/blue

menuentry "Kali - Boot Non Persistent Mode" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live noconfig=sudo username=root hostname=kali
initrdefi /live/initrd.img
}

menuentry "Kali - Boot Persistent" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live noconfig=sudo username=root hostname=kali persistence
initrdefi /live/initrd.img
}

menuentry "Kali Failsafe" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live config memtest noapic noapm nodma nomce nolapic nomodeset nosmp nosplash vga=normal
initrdefi /live/initrd.img
}

menuentry "Kali Forensics - No Drive or Swap Mount" {
set root=(hd0,1)
linuxefi /live/vmlinuz boot=live noconfig=sudo username=root hostname=kali noswap noautomount
initrdefi /live/initrd.img
}

menuentry "Kali Graphical Install" {
set root=(hd0,1)
linuxefi /install/gtk/vmlinuz video=vesa:ywrap,mtrr vga=788
initrdefi /install/gtk/initrd.gz
}

menuentry "Kali Text Install" {
set root=(hd0,1)
linuxefi /install/vmlinuz video=vesa:ywrap,mtrr vga=788
initrdefi /install/initrd.gz
}

--------------------------------------------------------
Following appears if i boot from my USB:

Shim UEFI key managment

Continue boot
Enroll key from disk
Enroll hash from disk