I will try to re-phrase.

What I do is put usb flash drive in an unpowered computer.

Boot to bios.

Go to the hard drive order section.

There you normally will find the usb as a hard drive order choice.

Move the usb above internal drive.

Then save.

F key option may or may not report correctly or perform correctly for what you want.

I will try to re-phrase.
What I want to be able to do ....
And previously was able to do :
Set BIOS for USB as first boot option
Plug in a ' live Linux ' USB stick
Reset PC
DONE ! ..... Boots into xxx distro .
DO NOT HAVE TO GO TO BIOS WITH EACH NEW DISTRO ( stick ) !
AND ! .... NO DIFFERANCE UEFI OR NOT !

As has already been stated, most newer machines that have UEFI do not allow setting USB as the first boot device. Most won't even set the DVD drive as the first boot device any more. This is for security reasons.
AFAIK all will allow you to select a usb device that is recognized by the bios from the bios boot menu, if you can get there.

A lot of the newer systems with windows installed also enable fast boot which prevents using the keyboard to access bios, and thus you have to either enter the bios from the OS or drain the bios eeprom to reset it to default in order to disable the fast boot.

To me, the simplest way to achieve your goal might just be what has already been suggested. Purchase an older machine on ebay that does not have UEFI and that can thus likely be set to boot first from the USB device. While I realize that goes against your stated goal of "fanless"; I suspect this is the only way you can get something that can be set to boot from USB by default. There are at least 5 distros that I know of that are able to run on an arm system such as the Raspberry Pi. Debian, Fedora, Gentoo, Ubuntu (at least 2 versions), and 20 listed here with others as well.

Modern computers normally view a usb drive as an internal drive. If you set a sandisk 250G as the first boot order and then put in a sandisk 100G what do you suppose will happen?

Good luck with this.

Yes .... Thank You All : )
I actually have a ( fanless ) unit similar to :
https://mitxpc.com/products/mpc-pd10bi
I was hoping to find a smaller , more modern unit .

A few years ago I used a lenovo that was about that size. Don't remember the model but they likely still have some similar since they are small and easy to use. It may have been one of the lenovo thinkcenter devices that currently sell for ~$230.
That one was roughly 2" x 6" x 8". I never went into the bios on that one so don't know if it could be configured for USB boot at first place.

My sister uses a Lenovo Thinkcenter, (I bought it used for about £60, tried to get another, but they want about £150 now!), it does have a small fan, but is quiet, & yes it boots from USB, no problem.

I have a Raspberry Pi 4 running Debian which boots from usb. Because I bought a Flirc case, no fan is needed. They boot from usb or sdcard. Monitor(s) are fed by hdmi output.One model comes with a keyboard, but I bought an Amazon wifi keyboard & mouse.

I have one as well and it does not have an internal fan. That's probably because it doesn't have an internal power unit. It boots with UEFI and has a special key (I think F12) that gets you a boot menu.