Thanks all for your help.
I went to Intel's website and found an updated driver for the NIC. (Windows 10 said there weren't any updates available, so I didn't think a driver update was the problem.) I updated the driver with the most recent one available from Intel and tested WOL. It works.
I have unchecked all Power Saver Settings, and checked only the Wake on Magic Packet option in the Wake on LAN settings.
So last major update, WOL broke and the fix was to update the BIOS. This time, WOL broke and the cause was to update the driver directly from Intel.