I have a NUC5PGYH, which is a NUC5PPYH with a 32GB eMMC SSD built in and Windows 10 pre-installed. They both utilize the exact same BIOS as the NUC5CPYH - which means that the power on and boot support is identical across all three. When I powered off, disconnected my VGA monitor and powered it back on, it boots up into Windows 10 with absolutely no problems. Your unit should be able to do the exact same thing.
When you upgraded to the latest BIOS (I presume we are talking about PY0064.BIO), did you then go into BIOS Setup (Visual BIOS) and reset the BIOS configuration to defaults? If not, do so now and try this again. If you then have to make any changes to the BIOS configuration to support your hardware configuration (i.e. changing boot order, etc.), you can do so.
Hope this helps,