Install Grub/Debian to USB drive; boot repeatedly; boot once to Windows; USB no longer boots

[Alan Tu]

Hello, I have a weird problem. I successfully use one bootable USB to
install Debian/Grub2/EFI to a second, blank USB. After installation,
the USB boots to Debian in multiple reboot and full shutdown cycles.
Then, I boot into Windows once without the USB target inserted, shut
down, and the target USB no longer boots.

I am blind, so I cannot review any on-screen messages at boot-time.

I will describe my setup, install and troubleshooting steps.

Motherboard: Asus Maximus VIII GENE; Chipset: Intel Z170
I have two built-in hard drives, /dev/sda and /dev/sdb. According to
the partition utilities, I have a non-EFI, or legacy, boot sector
(partition type 07, not EF) on /dev/sda1. I do not want to modify the
bootloader on /dev/sda.

I start with a Debian ISO image and use the Rufus tool to make a
bootable USB from Windows. The target USB is also inserted. The
installation USB boots (two beeps) and I use the Debian text installer
to install Debian to the target USB. During the installation, the
target USB is at /dev/sdc and the installation media is at /dev/sdd.
The Debian documentation says that two beeps means an EFI boot.

After install, I can boot and reboot from the target USB multiple
times, and I have a wonderful Linux system to work and play with.

If I remove the target USB, boot into Windows from a cold boot, then
immediately shut down, then re-insert the target USB, Linux no longer
boots. I still boot into Windows. There are no beeps with the target
USB inserted.

While I am running Linux, the target USB is still at /dev/sdc. I ran a
few checks [1]:

# [ -d /sys/firmware/efi ] && echo "EFI boot on HDD" || echo "Legacy
boot on HDD"
EFI boot on HDD

The EFI system partition (/dev/sdc1) is in fact mounted at /boot/efi.

Reinstall the grub-efi package:
# apt-get install --reinstall grub-efi
# grub-install /dev/sdc
# update-grub

There is in fact a file at /boot/efi/EFI/debian/grubx64.efi

# efibootmgr --verbose | grep debian
There was a line displayed.

I am really stumped here. I can boot the Debian install USB (syslinux
bootloader) on demand, but if I boot into Windows once, the target USB
with Grub doesn't boot anymore. I could desparately use some hints.

Alan

[1] https://wiki.debian.org/GrubEFIReinstall