Cant boot from a usb pen get error message

FYI: It doesn't seem to be Group Policy issue (gpedit.msc) as you stated. The error message mentions security policy. (secpol.msc)

[Fixed] EFI USB Device Blocked by Current Security Policy

Reset Local Security Policy Settings to Default in Windows 10/ 11 Tutorial | Windows 11 Forum

Check if Secure Boot is Enabled or Disabled in Windows 10

Still don't have the templates I need
But found secure boot was enabled in the bios
Now all ok, but would like to fix the missing templates issue 😞

I'm guessing that this is what you need:

https://www.microsoft.com/en-sa/down...aspx?id=104677

Run the file to install.

Did that but the device template was still missing

It's a mystery to me. I've just checked my machine at work (Windows 10 Pro) 22H2 and it does not have that template but my machine a home also (Windows 10 Pro) 22H2 does have it.