Comment 5 for bug 2040139

UEFI variables are a firmware feature, and are entirely independent of the EFI Shell. The EFI Shell is merely a standalone application that provides a command line front-end for them, alongside exposing a variety of other interfaces.

For setting the boot order, and other purposes, UEFI variables are set either using a Linux kernel driver, which calls UEFI runtime services.
Applications at boot time such as shim's MokManager can also manipulate UEFI variables directly. The EFI Shell isn't necessary, it's merely a debugging tool, which a user could still later run by disabling Secure Boot if they decide that's appropriate for their usecase.

No commercial UEFI implementation I am aware of, nor Fedora's / RH's OVMF build contain the EFI Shell either.