Just a follow up with my investigations in the issue, that might be
useful for users in a similar situation.

The problem related to grub not loading and fans lifting with no
tomorrow is related to Thunderbolt. If I leave any kind of device
(network adapter, webcam, whatever) attached to any of the two
Thunderbolt ports, then any kind of boot (or reboot) will likely fail
like I described above.

While looking for solutions, I got into the certification page of my
laptop [1] and saw that it says:

"This system was tested with 18.04 LTS, running the 4.15.0-1059-oem
kernel."

Now, this kernel is not present in 20.04, but I've installed
5.6.0-1008-oem and despite of the certification, nothing changes at all.
So, the state of things right now:

- If I want to be sure the system will load grub, then nothing should be 
connected to the Thunderbolt port;
- If I want to use HDMI output I MUST set "Discrete" (and not "Hybrid") in the 
BIOS for the display adapter;
- If I want GDM/LightDM/Whatsoever to be loaded than the laptop lid should be 
left open until the end of the boot process, otherwise a blank screen with a 
single cursor (and a concert of fans) will be the only thing you'll have;

Note that this counts for ANY kind of Thunderbolt setting I set inside
the BIOS, so likely to be a Grub/EFI compatibility issue, but I have no
more clue for now.

With this kind of problems I think that writing this laptop is certified
by Ubuntu seems ridiculous.

I'm available for any kind of suggestions/proposal you have.

[1] https://certification.ubuntu.com/hardware/201906-27150

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https://bugs.launchpad.net/bugs/1876741

Title:
  Lenovo X1 boot crash with HDMI cable attached and laptop lid closed

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