This is clearly an other issue than the boot/loader directory not created on manual partitioning.
paul ~ efibootmgr
Timeout: 1 seconds
Boot0000* Systemd Boot Manager
Boot000D* Hard Drive
Boot000E CD/DVD Drive
Boot0013* UEFI OS
I now realize that I should have chosen "Systemd Boot Manager" as the default... but I have a hard time to believe I am the only guy with a special hardware problem that make it choose "UEFI OS" as a UEFI boot entry. You are right however, I had inverted the UEFI with the OS.
Strangely under Ubuntu Groovy Gorilla, efibootmgr does not show Boot0000.
And now I see that my motherboard firmware does not show it too... which explains I did not tried it.