English is not my original language, and therefore maybe I'm not very clear, but I thought I have already explained that this is exactly what I did.
From the official page of Truenas installation I followed all the various methods listed there. So I used "dd", and after the failure, I followed the Ventoy method, and then the others.
Just an hour ago I put my hands on a PC with installed Windows 10, so I was able to use rufus 4.9, but the results are the same: with the pendisk inserted the NAS start with the "Terramaster" logo, and after a few seconds it display the BIOS page, and in the "Boot" there isn't any UEFI disk available, just a generic "USB drive".
These are my BIOS settings:




