Hi, Capt'N VoleurVoleur!
Thanks for reaching out to Microsoft Community and posting your concerns. We are sorry to learn that your Surface Pro 4 experienced SSD failure. Thanks for taking the time to let us know about this and allowing us to help you out. You mentioned you tried to reset it via USB Recovery Image and also the Surface Data Eraser Tool. May we know if you did the SDE first then the Surface Recovery Image? Also, you shared you did a reset using usual key combinations. Are you referring to the force shutdown the device and restart process? If you did, I am afraid the device needs to be sent in for replacement.****
By the way, if you get to the blue screen with the Choose an option menu, please check if you can go to the Surface UEFI screen. Under Choose an option, select Troubleshoot > Advanced Options > UEFI Firmware Settings, and then select Restart.
Do you see an SSD icon at the upper-right corner of the Surface UEFI screen?
If ever you see it, the device needs to be sent in for replacement.
Kindly check the page on How to get service for Surface or you can Contact Microsoft Support for replacement options.
This may not be the answer you're looking for, however, we hope to have provided you the needed information for your concerns. You take care and stay safe!
Kind regards,
Janette_Z