It is possible to boot from the internal M.2 or 2.5” drives or from external USB or external drive; the option from a SD card is not possible.
Now, if you want to use USB drives at 3.0, it is necessary to reinstall the operating system with UEFI and Legacy options checked. (both). Format the USB drive at GPT then, install the operating system image.
It is possible to disable the Portable Device Charging Mode of the orange USB port:
Go to BIOS>Advanced>Devices>USB and change Portable Device Charging Mode to “Off”
If you want to disable USB power from standby and sleep mode:
Go to BIOS>Advanced>Power>Secondary Power Settings and uncheck the option: “USB S4/S5 Power”
Intel noted random issues with some memories; please do this work around and keep us posted with your findings.
Go to BIOS>Advanced>Performance>Memory> and uncheck the option Round Trip Latency Optimization
Unbelievable… the same standard bulls*** answers as like at https://communities.intel.com/thread/99770
That's an insolence … one more argument to cancel the order, send the nuc back and never again an intel…