If the entry disappeared on it's own, that sounds like it's probably the firmware's doing in somnething like "de-duping" entries. And it would explain this behavior better. Something along the lines of:
1) Reboot system
2) Firmware runs de-dupe algorithm
3) Firmware tries to run BootNext (fails)
4) Firmware runs BootOrder as a fallback (which was 0001).
So if fwupd had chosen to re-use 0002 this wouldn't have exposed your firmware bug.
If the entry disappeared on it's own, that sounds like it's probably the firmware's doing in somnething like "de-duping" entries. And it would explain this behavior better. Something along the lines of:
1) Reboot system
2) Firmware runs de-dupe algorithm
3) Firmware tries to run BootNext (fails)
4) Firmware runs BootOrder as a fallback (which was 0001).
So if fwupd had chosen to re-use 0002 this wouldn't have exposed your firmware bug.