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#11
If you have the UEFI flash stick plugged in then it is not listed or it would be shown there in that Priority Order list. You must choose the stick as a UEFI device and nothing else or it will not install to UEFI. And it must be formatted using only Option One of UEFI Bootable USB Flash Drive - Create in Windows.
I would also enable F12 Boot Menu and move Windows Boot Manager to the top in BIOS setup Boot Priority order. Then choose the stick from the F12 menu at boot. This will prevent the stick starting the install all over again during the install reboots.