...
Before moving on from the "ls" step, the OP needs to see some
output that ends in /grub, at least resembling:
Grub> ls (hdX,msdosY)/boot/
… … … … … … grub/ … … … … …
Grub> ls (hdX,msdosY)/boot/grub/
… a list of Grub directories Grub> … … grub.cfg … …
at which point, these commands should work:
Grub> set prefix=(hdX,msdosY)/boot/grub
Grub> set root=hdX,msdosY
Grub> insmod normal
Grub> normal
giving access to all of Grub's commands.
His prefix "/boot/grub" and "/" is inside md array, so
<TAB>-asking existing device (hdX,msdosY) will return nothing.