reboot issue Latitude 7370

When rebooting my Latitude 7370, I get this message:

No bootable devices found
Press F1 key to reboot
Press F2 key for setup utility
Press F5 key to run onboard diagnostics

The only possibility to boot now is to enter F2 and then exit the boot menu.

When cold-booting this never occurs, laptop always boots normally to Windows.
All drivers, including BIOS have been updated.
BIOS has been reset to factory settings.
Boot order has been changed, no improvements
Booting to Legacy, UEFI is not possible.
Rebooting normally to a Linux distro on an external USB drive

Questions:
- is Legacy boot normal on this laptop, or is UEFI preferred?
- if UEFI is preferred, how can this be installed without losing all settings and installed programs?
- are there any settings that preventing normal reboot?
- how can this be repaired?

Regards,

Arjen