Boot sequence is empty.

I have seen a lot of problems with the same title but none have worked for my Vostro 5568.

When I boot, it takes me to a page saying Initializing PCIe

After which, I finally get to this page saying no bootable devices were found. However, I have Ubuntu installed in my HDD (I don't have an SSD) which I can open by pressing F12 and selecting load from HDD but I want it to load directly.

On going to the BIOS setup under boot sequence, it shows this:

As you can see the boot sequence is empty, they're isn't a PTT setting under security to disable it so I can enable Legacy either. I saw a solution in this forum where they manually added it, but my file directory is shows as:

And it shows error when I try to boot from it. The solution I talk about was where I add a new boot option and name it EFI/Ubuntu. But that didn't work.  

Note: I don't have windows, just Ubuntu.