Hi, I have HP14-fq0041nr Laptop , it's had 64GB Emmc SSD embedded with it, I tried to wipeout Win10 from it, replacing it with Linux with no luck,

Last What I tried yesterday were Arch Linux archlinux-2021.06.01-x86_64Live CD, the normal installer didn't detect that Emmc drive, but when I select EFI shell it's show up immediately, BTW I already installed the latest HP BIOS on it, but it change nothing.

Looks like this Laptop locks the Emmc to only the EFI shell, so is there method to make Arch works on it.

If the hardware requires UEFI and the OS you want to install does not support it then you are out of luck. Maybe try a different distro that does support UEFI.

It might in some way lock the device to the efi shell but I'd think not.
As noted above, some new uefi computers won't allow a legacy bios type OS to have access to that storage.
You didn't mention if you have toggled csm/uefi/efi sort of settings in bios however.

In the systems that require a uefi OS to access that storage then you also have to be sure to create a uefi bootable media. In some cases you may even have a choice for example a efi dvd boot option and a legacy efi option on the exact same dvd.

The BIOS does not have legacy boot option available, it's only boot via EFI,
I can boot to the Linux Distro installer/Live DVD via the Flash thumb drive,
The problem that all Linux LiveCD installer can't detect that Emmc storage, like it's not there, Windows 10 Installer can see it perfectly.
The BIOS dose not lock OS other than Win 10, but after some research, I found out the internal storage unit only locked for EFI Shells,
e.g regular Linux shell wont's be able to see the storage(I can't how they did it).
Linux Kernel can detect that Emmc drive on it own, but the problem is with Linux Shell that links between programs(e.g fdisk) and the kernel, can't access to that drive.
I'm ask is there anyway to install Linux with an EFI Shell like that comes with Arch CD installer, I found very few resource in the internet about this.