NVIDIA Display settings are not available

The option should be under the Advanced mode (F7) and then

1) Systems Agent Config.
2) Graphics Config / Initiate Graphics Adapter (or something like that).

2.1) Set to PCI-E.

3) Disable "iGPU Multi Monitor"
4) Save changes & Reboot.

1. Connect up a monitor, make sure it's to the Graphics Card not the iGPU. Plug in a known good lead. In Device Manager obviously look under Monitors to check.
That error message just means Monitor not connected, maybe due to a faulty lead or plugs/sockets, check them all.

2. Normally the BIOS/UEFI would have it's defaults set to using the PCI-E Graphics Card. However you had better check by going through the BIOS/UEFI settings.
In your picture go to Advanced Mode > Misc Configuration > System Agent (SA) configuration > Graphics configuration.....Primary Display, iGPU and so on.
Something like that, I have a different ASUS Mobo & UEFI version. This should at least give you a clue as to where to go.
Inline | PC Perspective

Thank you to everyone who helped, but I actually fixed it by plugging in a VGA to HDMI into the graphics card and disabling the Intel Graphics through Device Manager. Good thing I had to buy that cable for my PS4. Either way, it's working perfect now, and the FPS is actually surprising me.

Once again, thank you all.