There seems to be problems loop mounting ISO files with grub 2.04, how to downgrade to grub 2.02?
Grub 2.02 works for loop mounting ISO files on a Bootable pendrive.
I think the main problem comes when booting in UEFI mode.
Reference: Grub command loopback loop… does not work on Ubuntu 19.10 Grub command `loopback loop...` does not work on Ubuntu 19.10
Further Reference: LaunchPad https://bugs.launchpad.net/ubuntu/+source/grub2/+bug/1851311
I started by suggesting:
One simple way to get grub 2.02 is to install an older version of Ubuntu for example 18.04.1 LTS alongside the other operating system(s). Then run sudo update-grub to get access to the other operating system(s). It costs a few GB, so there might be better methods.
You brought this idea one step further:
Ah Ha! So for an ISO booter, I use mkusb to make the foundation using say 18.04 and then it should have no problem booting 19.10 and newer ISOs. Very clever. Please drop this solution into an official answer.
And you have a solution :-) or should we say a workaround until the bug in grub 2.04 is squashed :-/
I put rmmod tpm on it's own line in grub.cfg, up top, just above the fi line allows booting ISO's in UEFI mode
Booting the USB in BIOS mode, grub 2.04, works okay.
Booting the USB in UEFI mode, grub 2.04, also works okay. Both modes boot with no no such module error messages.
Both modes proceed to Disk Check unless fsck.mode=skip is added to the GRUB menu entry.
Neither mode goes to the Try/Install screen when booting, nor ask to remove drive and press enter when quitting.