Another look a few days later at the config made it all so very obvious lol.
I used this Arch forum thread to assist with debugging: grub starts shell instead of the menu. / Installation / Arch Linux Forums
First I made sure that at least the first stub config file is loading correctly and checked the set variables. Then I tried to load config with configfile but I got a file not found error, which is what I expected, just wasn’t sure why exactly it can’t find the file. The problem was that the $prefix variable is trying to add another /boot directory to the mix. And since we changed the search to look for the boot partition directly, the /grub2 directory should be at root of our new $dev variable.
This is how the current config looks:
[puzovoz@localhost ~]$ cat /run/media/puzovoz/AADE-8F12/EFI/rocky/grub.cfg
#search --no-floppy --root-dev-only --fs-uuid --set=dev aaacc6f4-6ee6-4d6a-8d62-5641234898df
search --no-floppy --fs-uuid --set=dev e2fcbd9a-5374-4152-b66e-79dde914c9ce
set prefix=($dev)/grub2
export $prefix
configfile $prefix/grub.cfg
After adding this small change to the config file, it now all works correctly as I wanted it to! Thanks for helping and staying with me over these few days, I really appreciate it.