These settings seem exactly the same as mine in all significant ways. Can you show me a picture of Config > USB?
Also, what's the partitioning on your laptop like? Have you actually set up Windows, or have you just left it in OOBE mode for now? On my E16, I just put in a second drive and haven't even touched Windows yet.
Also, when I get time today, I might try replicating your steps with Ventoy to see what happens. Have you just tried straightup flashing an image? (If you haven't, probably try something like OpenSUSE or Debian, which tend to have better EFI support on their installers.)
I have almost the same model (it's basically just the 16" version) and I can boot a USB just fine under secure boot.