Are you sure you installed the bootloader?
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UPDATE:
I got it working by messing around in the rescue mode. I selected some option which fiddles with the EFI boot and makes it accessible to the boot loader. So that's cool. Now everything works.
You should edit the post instead
Looks like you need to configure your UEFI boot entry for Debian.
Classic "I wiped my ESP." Reinstall GRUB or whatever bootloader Debian uses from a chroot.
This might be fixable by reinstalling the bootloader. On boot the motherboard firmware is supposed to locate and execute the bootloader on the SSD. The error here looks like it's coming from the firmware having failed to do that for some reason.
Since you can get into rescue mode these instructions should work: https://wiki.debian.org/GrubEFIReinstall
That's always the first thing I try in this kind of situation.
Maybe there could be an issue with secure boot. But I'm not sure if that's something people need to worry about these days. https://wiki.debian.org/SecureBoot
There could be some sort of problem on the firmware side. HP has steps for troubleshooting this error here: https://support.hp.com/us-en/document/ish_3053911-2842957-16