Wingspan, I am sorry to hear you are having problems with your NUC, but let me help you.
We have seen this behavior recently and it is because if you are using an HDMI monitor or HDTV that does not support a resolution of 1024x768, you cannot access the Intel® Visual BIOS Setup when pressing the F2 key.
If your monitor does support this resolution, but the issue persisted, please check the HDMI cable you are using. It needs to be a 1.4a, since this is the only one that support audio and video.
We recommend customers to use straight connections.
You can also check if there is a new BIOS version that needs to be installed on your product.
Since we only support Windows operating system, I would recommend you to try installing W7, W8 or W8.1 and use the drives available for them.