The "Add New Boot Option" has 2 options, Disable and the other is a set of about 60 ascii characters??? Weird.
I will try setting
Secure Boot off and
Launch CSM enabled and see what happens.

I was going to keep for now Win 10 and dual boot Linux, The first HDD is already partitioned to C & D the second HDD is E.

"UEFI thingies" I have come across that in one of the options, will check that as well tomorrow (23:00 here atm). I prefer the BIOS options in my old computer with a boot order.