Windows memory diagnostic tool - auto runs?  

If you are having trouble getting the USB to boot it may be that you have the Secure Boot option "enabled" in the BIOS - this prevents the USB from booting. It can be temporarily set to disabled to allow the USB to boot.

It is disabled by default on GIGABYTE.

Secure boot - as described by microsoft in several articles - enabled? no. That requires a UEFI BIOS and a TPM chip on the motherboard, the rest is in the boot manager/OS (ie not the motherboard programs).

The doco on the m/b indicates that there is a TPM connector/header on it, but how that interacts with anything else is unstated. But...
I do have a UEFI BIOS, and its currently set to 'both' (UEFI/legacy). And there is no apparent setting for secure boot in it. However, reviewing the doco on the m/b and BIOS, there are settings for "boot Mode" and "USB support". Boot mode includes 'fast boot' which has a side effect of skipping memory detection as a way speeding the process up. Skipping that step is IMHO bad - I've had a m/b failure alerted at this stage because the detection tones that come out of this step changed. The default is auto (fast boot not enabled). USB support for a bootable usb stick is available only if fast boot is enabled. And that combo of settings is why the bootable usb stick for memtest86+ didn't boot.

But I did notice in the software list on the memtest86 site, a pre-complied bootable iso version. Great. I'm used to working with those. So, downloaded, burnt to CD, and last night did a boot from that disk. The boot ran sweetly, the test program got off to a whizzing start and I left it overnight as suggested, periodically checked in toilet breaks. This morning I stopped it after about 30 mins into pass 9 (nine) without any errors. So, RAM is good despite it's age.

I did note the updating report on screen for cpu temperature: quite variable, but in the range of 52-56degC even tho there are 3 fans going in the PC casing and the evening air temperature was about 21deg C. The size of the heat sink on the cpu indicates something like that is expected, but how normal are those figures???

Everything looks normal and well done for researching the tests and getting the one to work. It has confirmed your RAM is ok as we hoped and so you should be able to continue using your PC as normal.

Best wishes,
Phil.