“Boot0005” probably boots “grubx64.efi” in “/boot/efi/EFI/opensuse”.
If you look in “/boot/efi/EFI/Boot”, there should be a “bootx64.efi”, “grub.efi”, “grub.cfg” and “MokManager.efi”.
Copy those to “/boot/efi/EFI/opensuse”, and then rename “bootx64.efi” to “shim.efi” in that same “opensuse” directory.
Then copy “shim.efi” to “bootx64.efi” and after that it should be able to secure-boot. But you may need to repeat these steps after any grub update or shim update.
The idea is that you need to be booting “shim.efi”. Since you seem to have problems installing it the right way, just make sure that the file you are booting is really “shim.efi” but with a different name.