I have Windows in a HDD and Leap 15.2 in a SSD, both have separate EFI
partitions.

I had some trouble getting the Leap installer started so I installed using the
DVD iso as a repository in the live enviroment (somehow, that did boot
properly). I am using secure and trusted boot.

When I update any bootloader settings in Yast, the new boot entry in the UEFI
points to Windows EFI, so it looks for a grub/shim .efi file that does not
exist.

Manually loading .../boot/bootx64.efi, creating a custom boot entry in the
UEFI, pops up an error saying something about boot order, boots successfully
but in the process creates a boot entry poiting, again, to Windows EFI
partition, which fails to boot.

This bug/misconfiguration does not happen if I disable the HDD; editing from
Yast Bootloader or booting from bootx64, both create the right boot entry. If I
enable the hard drive again, bootx64 says the same boot order error and creates
a new boot entry with the same problem as before.

Currently, I boot directly from shim.efi, through a custom UEFI entry.