MSI Modern 15- F11 doesn’t work when trying to boot USB disk

For those of you who had this issue, I feel your pain I greatly do. In fact I contacted customer support at MSI, and even they couldn’t help me. SO I spent about 2 hours trying and trying again to figure it out, and find a solution. I spent about an hour reading forums, all with the same steps.. “PRESS F11 on the MSI logo”. Except, it doesn't work! I just purchased this laptop a few days ago, I needed to install Kali Linux on a second drive so that I can learn bug hunting on PentesterAcademy.com This laptop is an MSI Modern 15 2020 edition, very nice…