Fedora configuration is a bit different.

[Pendrag00n]

In my case, I had to run sudo grub2-mkconfig -o /boot/efi/EFI/fedora/grub.cfg as per https://discussion.fedoraproject.org/t/changing-grub-menu-theme-on-fedora-40-workstation/126448
I believe this has to do with how I set up the partitions, not fedora itself. Just posting this issue for the record.

[FirmDaKitsune]

I tried using the command you sent but the terminal gives me this error:
"Running grub2-mkconfig -o /boot/efi/EFI/fedora/grub.cfg' will overwrite the GRUB wrapper. Please run grub2-mkconfig -o /boot/grub2/grub.cfg' instead to update grub.cfg.
GRUB configuration file was not updated."
Only thing I found about it was making "/etc/grub2-efi.cfg" a link of "/boot/efi/EFI/fedora/grub.cfg" and using "grub2-mkconfig >/etc/grub2-efi.cfg" in root mode but it didn't do anything, furthest I got with the theme is having the text replaced with the dual version (Singlebooter, Onlinebooter, UEFI settings then os select in Singlebooter) but the look never applied.