EFI boot loader application launch on XPS 12

How to launch an EFI boot loader application from the boot menu? I'm trying to launch GRUB 2 to launch Arch Linux. All the software, including Arch and Grub, is on the external hard drive, so nothing was broken on the local machine. Why can I successfully enter the EFI menu of archiso from the CD, but can't enter Grub, installed on the external hard drive?

After Grub2 installation there is a Grub menu item in the boot menu. When I select it, it immediately throws me into Windows, which is installed locally in spite of the fact, that it must point to Grub. It shows no errors or warnings. Moreover, if I plug out the external hard drive, do a single start without it, plug in it and reboot, the Grub menu item of the boot menu dissapears! I have to add it manually just to see it - it still does not work. Why do I not have such strange problem, when plugging in at any time an external CD drive with archiso CD inside?! Why do my friend says that it works fine on his computer? Why is the Dell production seems to be worse?:emotion-18: