Startup Security Utility - No administrator was found.

I am having a similar issue - here is the description why it happened to me. I called the Apple support and they explained to me, that my issue is probably not solveable so may the following be a warning for you, dear reader, what you should NOT do: Migrate your old MacBook Pro to a new MacBook Pro with T2 chip using Carbon Copy Cloner, instead of Apple's built-in migration assistant.

Here is what I did that lead to the catastrophy:

1. Unpacked my brand new MacBook Pro and booted it once to have a "temporary admin".
2. Used the Startup Security Utility (used the password of this temporary admin) to allow booting from an external HD
3. Upgraded my old MacBook Pro to Mojave and used Carbon Copy Cloner to make a clone of the HD
4. Booted the cloned HD on my New MacBook Pro (which worked like a charm because I allowed this inside Startup Security Utility)
5. Used Carbon Copy Cloner (CCC) to clone the external boot HD to the internal MacBook's HD
6. Removed the external HD
7. Rebooted my new MacBook
8. WORKED LIKE A CHARM: The new MacBook "feels" like the old one, my old admin user is there, all my apps are there, I can configure everything. Everything just works.
9. Well - not everything: When I tried to go back to the Startup Security Utility with the intension to now disable the right to boot from external HDs (to increase security, because I only wanted to allow this for my migration via CCC) the error message "No administrator was found." is coming up.

All my attempts to resolve this, e.g. by deleting PRAM or SMC or creating a new admin, then reboot and then try this one: All failed.

Now, I am sitting here with a brand new MacBook Pro and a seemingly unresolvable gaping security hole.

I cannot really believe that this is really an unresolvable issue, so I will try more Apple support employees by calling the support again and I will try to google even more. If I'll resolve it, I'll post the solution here.

If somebody solved it - would be glad to learn from you.