Have you tried setting partitions manually?
Instead of letting the installer take over when asked about partitioning - choose Manual.
Now... Tons of debate on this one - and it's totally up to you, the newer installers don't use a separate home partition; you may if you wish to. I actually hated this, as I would always run out of space in my home partition, then completely screw everything up trying to free space or move / resize partitions for more junk lol...
So - decide on that..
Then - for your first partition: EFI, ~500MB - about as standard as standard could get (space wise). I think my installer chose 512MB, aaaand only using about 60MB on dual-boot.
After the EFI, create your home partition, if using, then all the rest ext4 - or whichever filesystem you choose. (swap is explained a little further)
Now - at the bottom of the installer, it has a drop-down menu on where to install the Grub. Choose the root of your drive, nothing else:

And of course, since you're using NVMe, you'll choose /dev/nvme0n1
Swap - I haven't left out swap, because this has changed over the years; some distro's still do use a separate partition for swapping, which would go after the EFI partition if you wish to have a set swap space. The way swap is handled now is through a 'swapfile', normally at the root of your drive - really easy to make / modify if you need more or less space. I believe the installer sets a swapfile of 2-4GB, I think mine was 2GB... but, I fly into the sun, live on the edge - all those phrases lol I run no swap.. but have RAM to compensate.
I've had to perform manual partitioning for this very reason, but for eMMC storage.
Other than that - have you tried booting the installer and ran the Boot Repair utility? Choose 'Recommended Repair' and let that run.. That usually repairs most issues / missing Grub / Grub entries. This is in the 'Try Zorin' live desktop environment.