First disable secure boot before installing linux. This is very important.
And you can use the boot menu to boot into the live usb instead of BIOS.
I have never ever booted an usb by changing the boot order from BIOS, I always use boot menu, its simple and straightforward. (Have installed 10 or more distros by now). I have only used BIOS to turn of secure boot.
Edit: Attaching some links and pictures for your reference
For disabling secure boot, you can try:
For booting to live usb from boot menu, u can try:
