1. That seems normal.
2. That seems normal.
1) It's normal to boot from USB by selecting "USB device," and from DVD by selecting "DVD/CDROM." It is abnormal to boot from USB and DVD by selecting "SATA HDD," which is what amrmohamed_95 has to do.
2) It's normal to be able to choose to boot from DVD or USB, after installing an operating system to the HDD. It's abnormal to be unable to choose to boot from USB or DVD, after installing an operating system to the HDD.
The only option in the Boot Menu that works, is the one that is highlighted in the above image. I imagine that when there is no installed operating system, the computer looks for another bootable device, and this is why the computer will boot from DVD or USB, by selecting the HDD, but only when the HDD has no operating system installed.