Based on what you advised, here’s what I did:
Installed grub-theme-live package
Edited /usr/share/grub/cfg/defaults.cfg to def_bootlang=“pt_PT” and def_keyboard=“pt”
Tested iso and grub menu still showed language en_US and keyboard en
So I went to see /var/lib/manjaro-tools/buildiso/xfce/iso/boot/grub/defaults.cfg and it was en_US and en! So I edited to pt_PT and pt and ran buildiso -c and after that tested the iso again and this time the grub menu showed pt_PT and pt
So in the end I managed to obtain the result I wanted, but I must have done something wrong because it took me two builds to get it right… Is it possible to get it right at first build?
(I suspect I must insert the edited grub defaults.cfg in live packages, cause edit the usr/share/grub/cfg/defaults.cfg did not work… if so, where?)