Can't boot from external USB, which does not show in F9 menu

[Travhard]

HP laptop 15-dw0052wm, a UEFI machine.
Problem: Can't select and boot from a FAT32 USB device or a UDF formatted DVD.
BIOS SETUP F9 produces two choices,OS Boot Manager or EFI file. USB or DVD are not choices. Choosing EFI file and pressing enter shows, coded, the two devices I specified in BIOS SETUP: a USB stick with multiboot linux and an external DVD with Win PE. Selecting the USB stick and pressing enter allows me to drill down into menus on the stick and select an item, but nothing can happens, as pressing ENTER leads to listings that are not bootable. Only ESCAPE is active. So neither external USB can be selected to boot.
Secure Boot is enabled or disabled, it makes no difference.

I've read several relevant pieces of advice here but no mention of an external device not appearing in the menu. I do not have a real good understanding of UEFI. Must external dvd's be jiggered to show as fat32 devices? I see something by user Magnusen and CherylG about using Rufus.
Just to clarify my question: Is it now impossible to boot from any USB stick or external drive at will, as in the old pre-UEFI days?

[WAWood]

@Travhard 

To answer your question -- YES, it is impossible -- if the BIOS/UEFI setting to disable booting from removable devices is enabled.

I recently had to reset this on a new HP desktop as it would not boot from USB or DVD, and don't remember where I saw it in the settings (and I no longer have the PC here to check it) but this specific setting was in there, and it had nothing to do with Secure Boot.