Just to reiterate what Allan has said, for Dell (at least at the moment) to invoke UEFI one must begin pressing the F2 key approximately once per second as soon as the machine is powered on. The same is true for whatever the key happens to be for your given make of computer. For example, on my HP laptop one uses the ESC key, not the F2 key. You need to check at your machine's manufacturer's support pages for that model to determine what the necessary key press is.
I believe Dell allows you to access boot options directly via a repeated F12 press, but I always use the F2 for setup, which includes boot order as a part of it.
There could also be a problem here if the machine was setup with Fast Startup on (which is the default) and there is now a corruption in the OS hibernation file used to bring the machine back up with the OS state preserved.
In any case, it is a repeat key press at a rate of about once per second as the machine powers up that will eventually throw you into UEFI (or BIOS if the machine is an older one) during the startup process.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1809, Build 17763
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