Optiplex 3040 micro, Windows 10, strange BSOD, beeping noise?

Recently our secretary informed me that in the past 2-3 months she had a strange occurrence twice:

The 3040 micro (running windows 10) was locked and making a beeping sound (she couldn't describe the pattern, but must had been very noisy since she mistook it with an alarm going off)

On the monitor there was a blue (not 100% sure about the color) screen, with a big computer icon in the center, no description or text whatsoever, no windows taskbar or anything. Underneath this central icon, was a smaller one with a speaker icon that you could click on (from what she explained the mouse was working) muting the beeping sound.

The only escape route was the power button of the computer.

At first I thought it must have been the new Windows 10 BSOD. When I googled it though, I couldn't find any similar incident, the BSOD appears different from her description too. I checked the event log, but there was nothing critical or error that I couldn't account for. It has Kaspersky internet security installed and it's up to date so I doubt it's some virus/malware; Plus the computer is new (4-5 months).

Now I'm wondering if it was indicative of hardware failure or power surge. I asked her to take a photo next time she sees it, but I thought I'd ask here in the meantime.  - I've seen computers coming up with a screen from the MoBo informing me that the computer was locked in order to avoid damage from a power surge that just happened. But never seen one with a mouse cursor and no text at all!

Anybody with a dell having come across anything similar? any idea what that might?