I had a similar question like Philippe: "How to change language to German and try Lubuntu in EFI mode?". My bootable USB-drive with Lubuntu 20.04 was created by tool named "Rufus 3.13" (for Windows)
The solution that I tried and it works: to change a file "X:\boot\grub\grub.cfg" (if USB-drive has letter "X")
OLD VERSION
menuentry "Start Lubuntu" {
set gfxpayload=keep
linux /casper/vmlinuz file=/cdrom/preseed/lubuntu.seed quiet splash ---
initrd /casper/initrd
}
NEW VERSION
menuentry "Start Lubuntu" {
set gfxpayload=keep
linux /casper/vmlinuz file=/cdrom/preseed/lubuntu.seed quiet splash locale=de_DE bootkbd=de console-setup/layoutcode=de ---
initrd /casper/initrd
}