ofc. You need to set default device to boot from within the BIOS.
Hit f2 to enter BIOS menu and navigate to devices drop down menu and move thumb drive to number 1 spot.
Think you may need to turn on Legacy support. Seems in UFEI bios mode only some of my boards won’t allow me to select USB as a boot option. Should be a bios option under the boot menu where it says enable legacy boot or enable legacy support.
Thanks for sharing your solution, @gusleig ! I have the exact same problem with two different ASRock H81 Pro BTC R2.0 boards and hoping that this will solve it (two extra USB drives ordered, on the way)!