Hi,
Your installation is not complete at the screen you show, but that is a small point.. That is just the 1st restart to work on finishing the installation.. Your Disk Management is not showing a Recovery partition for some reason..
I have never seen a Bios with a layout quite like your's.. Have you tried selecting Boot Options for a one-time boot device at the MSI screen ? Not enter Bios, but bring up a Boot Menu.. It may have more options both for your NVMe and your flash drive..
Usually F9, F11, F12, or Esc.. My HP laptop uses Esc to bring up a menu, then I believe F( brings up the needed screen...My other machines use either F11 or F12..