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#11
Are you using a Wireless keyboard? If you are try connecting a USB keyboard and try again. Don't just hold down the F2 function key. Press/Tap and Release multiple times as soon as you press the power button.
I believe that is the same way you get to the UEFI/BIOS settings for that system. I didn't read the whole manual but on Dell computers F2 brings up a One Time Boot Menu screen and the F12 key brings up a screen when you can enter the BIOS/EFI or do other things.
Also how are your Function keys assigned? You might also have to hold down the FN key and press/Tap the F2 key. But I'd connect a Wired keyboard first. The Wireless key might not get activated until after the Basic Input Output System (BIOS) finishes checking all the hardware connected to the system.