I'd recommend trying with the most current 0040 BIOS version:
Note: Once the update is done, please, restart the system into BIOS and proceed as follows:
Press <F9> to restore BIOS default settings. Reset any customized BIOS settings. Clear all DMI event logs by setting the option to "Enable", which is located in the Advanced/Event Log Configuration section of the BIOS Setup utility. Press <F10> to save the new settings and reboot the system.
Thanks, but no cigar, I already tried this based on the advice of an Intel FAE.
Even with the latest BIOS, If the external USB device has it's MBR marked as 'bootable' (and both drives I tested came this way straight from retail), the boot order of the USB drives gets reset based on the response to USB enumeration, and in this case the internal embedded USB drive always loses. There's apparently no real differentiation in the boot loader between the internally wired USB port and the external ports.
But thanks for trying.
Seems it's by design. Tests have been made and there's no way to get around it.