Anyone shed any light on what the boot mode Legacy External Device means?

On previous Dells the option has been either UEFI or (just) Legacy.  With this Legacy External Device option, I can boot to a USB and start a Win10 install ok, but at the first re-boot either the system tries to restart the install, or if I switch back to UEFI I get a no boot media message

Needless to say the online support and visiting Dell engineer were unable to help, so would be good to know if anyone else out there has found the same or know of how to get round it.

tia

Peter