When you run grub-install by default it assumes the EFI system is mounted as /boot/efi
It depends on your distribution where EFI system is mounted and on some distributions it isn't mounted after boot.
First check if /boot/efi is mounted with
mount | grep /boot/efi If that doesn't work try
mount | grep /dev/sda6 To see if it's amounted elsewhere. If it isn't mounted anyehwere, you should mount it manually. Since you know that your EFI is in sda2, run:
mkdir /mnt/efi mount /dev/sda2 /mnt/efi If you don't know where the EFI is, you can run fdisk -l.
Now run:
grub-install --efi-directory=/mnt/efi grub-mkconfig -o /boot/grub/grub.cfg 