Starting to think of wiping Zorin of my ssd and start from scratch cause it seems more problems start to appear and I don't want to waste more of your time...
see... I can't get rid of that grub-customizer even with copy/paste a command to remove it...
Just not sure if it is easier for me to get rid of Zorin, keeping Windows 11 untouched and be able to boot into it, so everything is clean again (apart from Windows
However what did seem to work OK was going to the /etc/grub.d directory and moving everything with "proxy" in it's name to a separate (new) folder. Then I ran the commands you posted and it all seems to be fine now.
I checked my laptop with grub-customizer and indeed it has this -proxy suffixed files which are absent in my desktop without grub-customiser.
I think what has happened was that you have created a situation of triple booting by installing Budgie on the USB key. I only did dual-boot and never ventured out triple booting on the same system.
Now your problem is solved, please select the posting that solved your issue and mark the thread as solved
This will help the future visitors to this forum.