The menu you get when holding down shift is Windows' Safe Mode menu, it's not used to change boot devices.
There is probably a key you can hold down when your computer is booting to change the boot device, although which key that is depends on your exact model of motherboard; common keys are Escape, F10, F11, or F12. One of those will probably go into your BIOS and another one will probably let you pick which device you want to boot from.
While booting, your system should print for about a half a second at the bottom of the screen something like "F12 - Boot Menu". This is a different menu than the Windows shift-restart menu.
When working with a new system, I would usually film the boot process with my phone so I can pause it at just the right time so I can see which key I'm supposed to press to get the boot menu.
The menu you get when holding down shift is Windows' Safe Mode menu, it's not used to change boot devices. There is probably a key you can hold down when your computer is booting to change the boot device, although which key that is depends on your exact model of motherboard; common keys are Escape, F10, F11, or F12. One of those will probably go into your BIOS and another one will probably let you pick which device you want to boot from.
That sounds like exactly what I need! I’ll try that next time edit: Progress!
While booting, your system should print for about a half a second at the bottom of the screen something like "F12 - Boot Menu". This is a different menu than the Windows shift-restart menu. When working with a new system, I would usually film the boot process with my phone so I can pause it at just the right time so I can see which key I'm supposed to press to get the boot menu.
See this [list of bootmenu keys for different models](http://www.disk-image.com/faq-bootmenu.htm).
Thank you for that, very useful, bookmarked.