I figure that is a missing reg entry RunAsPPLBoot in my case.
Create a new DWORD32 and set to 2
After reboot no longer get error.
RunAsPPL and RunAsPPLBoot.
By default they are set to 0 to enable this you need to set them to 2.
Also set group policy as enable for uefi lock only , my problem is fixed now, no need to reset windows.
In the Local Group Policy Editor window, navigate to the following path: Computer Configuration\Administrative Templates\System\Local Security Authority.
In the right panel, double-click on the ‘Configure LSASS to run as a protected process‘ policy.
In the policy settings window, select the Enabled option
Then click on the dropdown under Configure LSA to run as a protected process and select Enabled with UEFI Lock