Installing OS via USB "Reboot and select proper boot device"

It doesn't make sense to dd a Windows ISO to a USB drive. It's simply not supposed to be bootable this way. For the PC to boot a USB drive, the drive needs to have either a MBR with proper boot code for hard disks, but not ISO9660/UDF, for BIOS/CSM, or a proper FAT-formatted ESP for UEFI.

The simplest way to make a bootable Windows installation USB for UEFI, is to format the drive with FAT32, and then mount the ISO and copy the content to it. UEFI simply looks for EFI binaries on proper location.

Annoyingly some USB drives aren't boot compatible with some computers and the only way to find out is try several USB drives, do you have any others to try, Sandisk seems to to good here?