It all makes sense now!
Windows is still overriding your boot sequence!
Think might be the issue, although cant seem to alter the sequence there with the +/- keys either. And if I select the USB options it does nothing, the “windows boot manager” selected boots into windows, the “UEFI built-in EFI shell” boots into a command prompt shell.
If you go to the USB Disk 2.0 and press Enter, does it do anything? (or offer any kind of options on the right side panel)
Nothing happens, and when I select it and enter, the screen just blinks and nothing happens.
Have you tried holding down the Escape key when you turn on or you reboot your system? Some systems tend to open up a last-moment boot window, which allows you to select your boot medium.
Just tried that, and no does not give any other option or do anything different
I am following this conversation because I have same issue and it seems you didn’t finish.
Now that @vasileios have identified the culprit, what is the way forward. I am having same issue on dell latitude.
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Still working on it not much further on yet, @vasileios seems to have the patience of a saint, I was ready to throw the thing out the door, still might, haha,
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Hello, gentlemen @Marcus and @Amos (good to see you back)!
I sincerely apologize for not being much on the forums yesterday. I have been fighting with domain email pathways to set up reliable and cost-effective servers. I’ve been “burning” two VPS at the same time. One in California and one in Texas to see which one will work first!
By the way, when you boot up your system, there should be a key to initialize the Boot Menu - without having to check into BIOS itself. That’s what I tend to do with my HP desktop - via the Escape key. It tends to be the F9 key in other systems unless it’s a Microsoft product (like a Surface Laptop), where it’s the F4.
You might need to either check for the shortcut on the website of your system’s manufacturer, or just… do a lot of reboots! 
Good tip there, but in my case have not yet succeeded.
Holding the F9 at startup does work to give a different option and does point me toward “use a device” and when I select any of the USB boot devices, it still just boots into windows after I select. Screens below. @Amos did it succeed for you?
Then it’s possible that the boot sector was not properly recorded. You can try again with Rufus and use the DD method (as opposed to the recommended ISO), or use Etcher - and hopefully this will work much better. 
OK made several new USB drives with Rufus (DD option) and same with Etcher and tried the same things as before, no change unfortunately. @vasileios should I admit defeat on that or still other things worth trying? I would enjoy trying a 12 gauge to see if that gives satisfaction 
I’ve had this kind of feeling once too often too! 
Since UEFI is… Microshafted, can you go to your BIOS Secure Boot - in the options and see if it allows you to return to Legacy Boot mode?
By legacy, if you mean the original settings that were there, yes that can be done.
By Legacy I mean Non-UEFI.
If you can remind me the laptop model, I will try to look up if it has such an option.
Could not find anything as to the make, very generic little thing, only marking is E2003, only think else ID is that it is running Aptio setup utility of AMI BIOS version 2.17.1249
How about going to the Advanced Area of your BIOS and disable the Fast BIOS (if there’s such an option)? If it indeed exists, then do the change, reboot, re-enter BIOS and then you will be able to switch the Override Boot Options and make your USB as the prime load medium.
No cant see anything like FastBIOS in any of the menus.
How about putting the OS on a DVD and booting from the DVD. I had the same thing happen when trying to put Mint on an old Dell (older than 2007) but it booted when I put Mint on the DVD.
I had the same problem then I discovered what amounts to a separate boot menu besides what is found in the BIOS. This other menu is strictly for selecting a device to boot from as Vasileios mentioned.
I have found that ESC, f8, and f12 get the job done for the machines I have. Try to bang on those keys like a woodpecker - not just holding the key down.
Also try going into BIOS first and then upon exit immediately try those other keys.