UEFI on the Thinkpad W530 doesn't recognize Void's GRUB install as a 
bootable option.
This is EXACTLY the same issue I encountered when installing on the Aorus 
X3+ several months ago (ref: https://goo.gl/imuigm), and I'm solving it 
EXACTLY the same way, by first installing Manjaro, then Void, and updating 
Manjaro's GRUB install during the Void install.
(This is outlined at the bottom of the install how-to I added to the docs, 
here: https://goo.gl/z0TWQz)

Somehow, GRUB, when installed by Void, isn't recognized by the UEFI on this 
Thinkpad, or the Aorus X3, and I'm forced to install GRUB from another 
source. 
Of the three laptops on which I've now installed Void, the only one of the 
three to not have this issue is a 2011 MacBook Pro.