atexit8 said:
I figured out what to do...
I had changed Boot Mode in BIOS from Quick to Diagnostics.
Not good.
When I changed it back to Quick and that gave me back the Thinkpad logo at startup and the ability to use F12 to get to the Boot Menu.
Well done @atexit8, while you were figuring that out I was making a screenshot of my bios to show that some Boot Mode settings could bypass the OEM logo as yours did. You don't need it now, having worked out which one to change. But I might as well post it any way, others reading this thread may find it useful.

won't boot into Windows 10 when USB flash drive is inserted-bios-fast-slow.png