It appears that Quadrature.jl doesn’t yet support differentiation of the bounds of the integrals. https://github.com/SciML/Quadrature.jl/issues/56
According to [Chirs R] Hasn’t been added yet. Someone would just need to extend Quadrature.jl/Quadrature.jl at master · SciML/Quadrature.jl · GitHub which wouldn’t be too hard.)