There are two grub.cfg files:
[root@sarkovy ~]# find /boot -type f -name grub.cfg
/boot/grub2/grub.cfg
/boot/efi/EFI/fedora/grub.cfg
The latter is just a stub redirecting to the first one:
[root@sarkovy ~]# cat /boot/efi/EFI/fedora/grub.cfg
search --no-floppy --root-dev-only --fs-uuid --set=dev 5681f737-5b42-4470-b103-5d88624bc29d
set prefix=($dev)/grub2
export $prefix
configfile $prefix/grub.cfg
The grub2-mkconfig command is grub2-mkconfig -o /boot/grub2/grub.cfg.