Bootable Thumb Drive

I had that experience when I plugged an m.2 SATA drive into and m.2 NVMe port. Both were b keyed so there was no visual indicator of my error. Not saying this is your situation but might be similar. My understanding is the port can either be m.2 NVMe/pcie OR m.2 SATA and will only work with the corresponding SSD.

Good luck, and definitely worth trying in another laptop since you have one.