Hi Daniel,
The 'box with a lightening flash in it' is the Quick Analysis feature, you can see the introduction if you hover the mouse over the icon. It appears when you select a range of cells.
Reference: Choose your chart using Quick Analysis - Excel
The Quick Analysis box is different from the Auto Fill Options box, and the Auto Fill Options box only appears after we select a cell or a range of cells, then drag the fill handle.
Reference: Fill data automatically in worksheet cells - Excel
Best Regards,
Arck