Wierd problem after doing a triple boot OS-X, UBUNTU 20.04, KALI-LINUX
This answer assumes the following:

You are using macOS High Sierra or newer.
The /etc/fstab file is setup up correctly for Ubuntu and Kali. More specifically, each /etc/fstab file has the correct entry for the filesystem stored in the EFI partition.
Grub is installed correctly for Ubuntu and Kali.

Below are steps that can be taken to improve your configuration.

Remove from the Mac Startup Manager the existing internal drive icon with the EFI Boot label shown below.

Use the macOS commands given below.
 sudo diskutil mount disk0s1
 rm /Volumes/EFI/EFI/BOOT/BOOTX64.EFI
 diskutil unmount disk0s1


Give names and labels to the EFI partitions used by Ubuntu and Kali. Also, make Grub from the Kali installation appear in the Mac Startup Manager. Below are the macOS commands I would use.
 sudo diskutil mount disk0s3
 diskutil rename disk0s3 EFI2
 bless --folder /Volumes/EFI2/EFI/BOOT --label &quot;Ubuntu&quot;
 diskutil unmount disk0s3
 sudo diskutil mount disk0s6
 diskutil rename disk0s6 EFI3
 mkdir -p /Volumes/EFI3/EFI/BOOT
 cp /Volumes/EFI3/EFI/kali/grubx64.efi /Volumes/EFI3/EFI/BOOT/bootx64.efi
 bless --folder /Volumes/EFI3/EFI/BOOT --label &quot;Kali&quot;
 diskutil unmount disk0s6


Add a Kali linux icon to Mac Startup Manager.

Note: This step assumes you have completed the previous step.

Download the file mac-icns.dmg from this SourceForge website to your Downloads folder. Next, enter the following command to copy the Kali linux icon set (icns) file to your third EFI partition.
 hdiutil attach ~/Downloads/mac-icns.dmg
 sudo diskutil mount disk0s6
 cp /Volumes/mac-icns/OSX10.11.6/os_kali.icns /Volumes/EFI3/.VolumeIcon.icns
 diskutil unmount disk0s6
 hdiutil detach /Volumes/mac-icns

The next time you boot to the Mac Startup Manager, the following icon should appear.


Change the type of the partition containing Kali to the linux filesystem data type.
Boot to either Ubuntu or Kali linux. Open a window to enter commands. Enter the following command to edit the GUID Partition Table (GPT).
 sudo gdisk /dev/sda

Enter the following commands into gdisk.
 t
 7
 8300
 w
 y

Restart the Mac.

Configure Grub to be hidden and/or omit other operating systems.
Boot to either Ubuntu or Kali linux. Open a window to enter commands. Enter the following command to edit the grub file.
 sudo nano /etc/default/grub

To remove other operating systems from the Grub menu, add the line
 GRUB_DISABLE_OS_PROBER=true

after the line given below.
 GRUB_CMDLINE_LINUX=&quot;&quot;

To skip the Grub menu, add the line
 GRUB_TIMEOUT_STYLE=hidden

after the line given below.
 GRUB_DEFAULT=0

Exit the editor and enter the following command to update Grub.
 sudo update-grub



Booting Ubuntu from the Mac Startup Manager

Note: This section refers to the files stored in /dev/sda3.

When Ubuntu is selected from the Mac Startup Manager, the bootx64.efi (which is a copy of shimx64.efi) is booted before grubx64.efi is booted. This results in Ubuntu being automatically made the default operating system to boot.
Alternative to Booting Grub Using bootx64.efi

Note: This section refers to the files stored in /dev/sda6.

One of the above instructions is to copy the grubx64.efi file to the bootx64.efi file. If the grubx64.efi is changed during some future Kali update/upgrade, then this new file will not be copied to bootx64.efi. One way to avoid this problem would be to replace the bootx64.efi file with a rEFInd version. This new version would silently boot Grub from the grubx64.efi file. Below are the steps needed to make the change.

Boot to Kali linux.

Open a window to enter commands.

Enter the following commands to remove any previous versions of rEFInd that may have been downloaded.
cd ~/Downloads
rm -rf refind_*_amd64.deb refind


Use a web browser to download and save rEFInd to your Downloads folder from the following SourceForge website.
https://sourceforge.net/projects/refind/

Enter the following command to install rEFInd.
cd ~/Downloads
dpkg-deb -xv refind_*_amd64.deb refind
sudo refind/usr/share/refind-*/refind-install --usedefault /dev/sda6
sudo umount -q /tmp/refind_install
rm -rf refind_*_amd64.deb refind
cd ~


Enter the following command to open refind.conf file in the gedit editor.
sudo nano /boot/efi/EFI/BOOT/refind.conf 


Add the following lines to the end of the refind.conf file.
menuentry Kali {
    loader /EFI/kali/grubx64.efi
    icon /EFI/refind/icons/os_linux.png
    enabled
}
scanner manual
showtools 
timeout -1
screensaver -1


Exit nano and save the changes.


References
Separating EFI partitions of Ubuntu 20.04 and Mac OSX on Macbook Pro
Fully Move Grub to New Partition
Grub2/Setup
A gdisk Walkthrough
The rEFInd Boot Manager
The rEFInd Boot Manager: Installing rEFInd
refind-install
How to extract a .deb file without opening it on Debian or Ubuntu Linux
What is the difference between grubx64 and shimx64?
How To Add Apt Repository In Ubuntu