Thank you for taking the time to respond. I am happy to answer these questions as I am new to running OpenWRT on x86. To answer your questions:
I removed the SSD from the device, hooked it up to my main Windows 11 PC with a USB to SATA cable, formatted the SSD using Windows 11's disk managment tool (with a FAT32 filing system). I proceeded to wipe the whole disc's partition using diskpart. I also checked the SSD for any errors (none found). I proceeded to use Balena etcher to flash the x86 OpenWRT image onto the SSD. When that was all done, I put the SSD back into the intended x86 device and started it up as per usual. I got to the GRUB 2 menu where the boot options are OpenWRT or OpenWRT(failsafe). When I choose any of these two options, the system gives me the error as per my original post.
I have checked this in the installation device's BIOS and this option was disabled. Am I right in stating that OpenWRT installations do not support this feature?
Thank you @frollic and @slh for taking an interest and trying to help a fellow human out. I managed to get OpenWRT to load using the Command option in the GRUB 2 bootloader.
Here is what I did:
I used the ls line command to list all the available partitions.
I noticed that the partition (HD1,GPT 1) was the partition that the bootloader was looking for. I used the set root=(hd1,gpt 1) line command to tell GRUB 2 where the correct partition is to look in. It then successfully loaded and booted OpenWRT. Using WinSCP, I then tunnelled into the router and changed the default values of the grub.cfg in /boot/grub/ to point to the right partition on each start-up. Still not entirely sure why the GRUB bootloader was looking for a partition on the SSD that did not exist, but this at least solved the problem for me.