XPS 8940, Windows 11, how to boot off of USB?

Hello,

I am hoping someone can give me definitive information. I purchased my Dell XPS 8940 in 2022, and it has been an excellent system. However, I need to recover my system from a backup I made using Paragon HDD. I created a recovery USB drive for Paragon HDD - it builds it from the Windows Media builder. I have tested this USB drive on an older ASUS desktop and it boots there fine. I cannot boot from this USB drive on the XPS 8940 however?

After reading some information posted here, I did the following:
Cold started and pressed F2.  (I had the USB drive in the machine when I did this). I saw that Windows was first in order and USB drive was second in order followed by 2 NIC entries. I moved USB up to position 1 which slid Windows down to position 2. Perfect - I saved and exited.

On restart, I pressed F12 to enter boot. I saw the UEFI USB entry in the boot menu and selected it. Instead of getting the anticipated recovery menu from USB the system went into system memory check. When completed there was no option except exit which I did and the system restarted into Windows. I tried to boot again by restarting and pressing F12 - again I got tne UEFI USB entry and selected it and again the system went into system memory check so I pressed ESC, and again the system went into restart and loaded Windows.

So then I shut the system down. I took out the USB stick and re-inserted it. Started the system to see if it would just boot into recovery mode since USB stick was in position 1 on boot order - it did not, instead it loaded into Windows.

So, I shut down the system once more. Pulled out the USB stick and started the PC. Tapped F2 to confirm that the USB stick was still in position 1 - and to my surprise - it is not there! (See XPS_8940_boot.jpg) Windows Boot Manager is now in position 1. So I exited, shut down and then started Windows (I did not touch the stick, the USB stick was present in the drive at cold start). To my surprise, after windows started, I could see two external USB drives, but NOT the recovery USB stick. So, I pulled the USB stick out and then re-inserted it back into the PC, immediately it opened up as shown in the PARAGON_RECOVERY.jpg

At this point I am at a loss as to how to do what should be a simple and straightforward thing - boot the XPS 8940 into recovery mode off of a USB stick in order to recover from a backup.

Can someone tell me the steps in order to achieve this on the XPS 8940 running Windows 11?

Thanks.