First, one question is why you want to switch to EFI-mode booting. Based on your
gdisk output, it looks like you've got a single-OS installation, so you don't seem to need to coexist with something else. If you can boot in BIOS/CSM/legacy mode already, why switch? As the saying goes, "if it ain't broke, don't fix it." (OTOH, I see no BIOS Boot Partition, so maybe you can't currently boot in BIOS mode....)
Supposing you have a reason to boot in EFI mode, though, let's start at the beginning....
YUMI is not the only tool for creating a bootable USB flash drive. You can also do it with
dd, UNetbootin, Startup Disk Creator, Rufus, and other tools. All of the tools I've named are capable of creating an EFI-bootable USB flash drive, with the caveat that EFI implementations differ, so what works on one might not work on another. Some tools also have options that can affect how well a created disk will work, either in general or on a specific EFI. Thus, creating your installation disk with another tool should enable you to boot it in EFI mode (assuming, of course, that your computer uses an EFI rather than a traditional BIOS). That said, if you've already installed, re-creating your boot medium and re-installing is overkill....
If you have no other bootable OS on the computer, one solution is to install an EFI boot loader as
EFI/BOOT/bootx64.efi on the EFI System Partition (ESP; your
/dev/sda1). This is easily done if you're installing by hand, but if you're using a tool like
grub-install, you'll have to move files around manually after the fact. Specifically, the EFI version of
grub-install will put GRUB in
EFI/ubuntu/grubx64.efi (perhaps with
shimx64.efi in the same directory). You'll have to copy files to the right location to get them to launch when you boot the computer. If Secure Boot is inactive, copy
EFI/BOOT/bootx64.efi. You might also need to copy
EFI/BOOT/grub.cfg, too. If Secure Boot is active, it gets more complex; you must copy
EFI/BOOT/bootx64.efi and copy
EFI/BOOT/grubx64.efi. (Note that all these filenames are relative to the ESP's root, so if you were to mount partitions as shown in your
/etc/fstab, you must add
/boot/efi/ to the start of each path.) With a boot loader installed to
EFI/BOOT/bootx64.efi and nothing else referenced in the NVRAM entries, your computer should boot from that "fallback" filename.
Another option is to prepare an Ubuntu installer using one of the tools I mentioned earlier, then boot it in EFI mode. With that done, you should be able to run Boot Repair in EFI mode, so it should be able to set up GRUB in that mode. In fact, even in BIOS mode, Boot Repair should be able to copy EFI files as described in the previous paragraph. (I'm not sure how well this works in practice, though; Boot Repair might just try to do a BIOS-mode repair and not attempt to set up an EFI fallback boot loader.)
Yet another option is to use my rEFInd boot manager to get the process started. You can download the CD-R or USB flash drive version of rEFInd and boot from it. rEFInd should detect your Linux kernel(s) and enable you to boot. If this works, you'll be booted in EFI mode, and you can then install the rEFInd PPA or Debian package to use it permanently (without the USB drive); or you can install GRUB via
grub-install and it should set things up correctly. (Note that you'll need the EFI GRUB package,
grub-efi, installed for
grub-install to set up the EFI version of GRUB.) Whether you install rEFInd or GRUB in this way, it will be able to set up an EFI NVRAM entry, since the boot from the rEFInd USB drive will be into EFI mode, thus enabling the OS to add EFI NVRAM variables.