I have never used Calamares for removable media - what you describe is a caveat when using Calamares to install to removable media.
If I was inadvertenly in your situation - my first thought would be to disconnect the USB - boot the primary system using a live USB then chroot into the system and then run
grub-mkconfig -o /boot/grub/grub.cfg
This topic describes how to do a manual installation to a removable device - the link takes you directly to the section on installing the bootloader