Thank you for answering my questions. I understand now what the problem is. I would like to suggest that you follow these directions for enabling legacy bios boot for Roon ROCK. Yes, I know you said you already enabled legacy and disabled secure boot, but perhaps you missed something.
I also recently installed ROCK on a NUC for a friend. Following the directions described in that thread made it possible to install ROCK and boot in legacy mode. The same options should be available in your NUC.
Finally, if you still cannot boot into ROCK, I would suggest formatting your m.2 drive and installing ROCK again. Perhaps there’s some UEFI boot loader still on that drive, and that’s what BIOS sees when trying to boot into ROCK? It’s unlikely, but worth a try.