If you have more then one drive in your computer with more then one OS you can finish with this:

Error: unknown filesystem
Entering rescue mode...
grub rescue>

At this point you can try to locate kali partition and set root and prefix and try to boot…

ls
hd0) (hd0,msdos5) (hd0,msdos2) (hd0,msdos1)...etc... hd1) (hd1,msdos5) (hd0,msdos2) (hd0,msdos1)...etc

ls (hd0,5)/
ls (hd0,2)/
...etc, until you locate the kali partiton
then...

set boot=(hd1,5)    (...replace with the right partition)
set prefix=(hd1.5)/boot/grub/
insmod normal

and this finish with:
error: file '/grub/i386-pc/normal.mod' not found.

Even if you find the right .mod to boot, it doesn’t fix the problem.

The problem is quite stupid, more like a bug. This particular laptop has 2 drives. One SSD and one HDD. Different linux distros, detect those drives differently. For Parted Magic, gParted,…etc, SSD is /dev/sda and HDD is /dev/sdb. Even for Kali installer is the same thing. But for Kali 2020, SSD is /dev/sdb and HDD is /dev/sda. So live installer installs grub on sdb, and after reboot, sdb becomes wrong drive.

Solution to this is quite simple. Chroot to Kali installation from Kali live, and reinstall grub.

(replace sda2 with your drive)

mount /dev/sda2 /mnt
mount --bind /dev /mnt/dev
mount --bind /proc /mnt/proc
mount --bind /sys /mnt/sys
chroot /mnt
grub-install /dev/sda
update-grub

exit
umount /mnt/dev
umount /mnt/proc
umount /mnt/sys
umount /mnt
REBOOT