Xubuntu 20.04.2 with root on ZFS always triggers grub's recordfail feature

I am installing Xubuntu 20.04.2 in VirtualBox with this configuration simulating later installation on physical PC:

2 (HDD) disks in RAID0 and 1 SSD disk with exactly the same partitions layout meant to represent RAID1 (some partitions via mdadm, some via ZFS) with hybrid MBR (by default to boot via UEFI but to have the possibility to boot via BIOS method on older hardware should this one fail).

RAID0 (HDD) SSD Mirrored via
-------------------------------------------------------
1 BIOS boot part. 1 BIOS boot part. N/A
2 EFI part. 2 EFI part. N/A
3 part. for bpool 3 part. for bpool ZFS mirror
4 swap part. 4 swap part. cryptsetup on mdadm RAID1
5 part. for rpool 5 part. for rpool ZFS-encrypted ZFS mirror

I have installed grub both for BIOS boot and also for EFI boot on both RAID0 (HDD) and SSD, EFI partitions being mounted under /boot/efi (SSD) and /boot/efi2 (RAID0 HDD).

Since partman does not support root on ZFS custom configuration I have followed this guide:
https://openzfs.github.io/openzfs-docs/Getting%20Started/Ubuntu/Ubuntu%2020.04%20Root%20on%20ZFS.html

The installation boots but every time with long timeout (I set GRUB_RECORDFAIL_TIMEOUT to 30) although I do not see any failure during reboots.

ProblemType: Bug
DistroRelease: Ubuntu 20.04
Package: grub-efi-amd64 2.04-1ubuntu44
ProcVersionSignature: Ubuntu 5.4.0-73.82-generic 5.4.106
Uname: Linux 5.4.0-73-generic x86_64
NonfreeKernelModules: zfs zunicode zavl icp zcommon znvpair
ApportVersion: 2.20.11-0ubuntu27.17
Architecture: amd64
CasperMD5CheckResult: skip
CurrentDesktop: XFCE
Date: Thu May 20 18:58:36 2021
SourcePackage: grub2-unsigned
UpgradeStatus: No upgrade log present (probably fresh install)
modified.conffile..etc.logrotate.d.apport: [modified]
mtime.conffile..etc.logrotate.d.apport: 2021-05-20T17:04:14.196197