Some systems do not support Legacy\CSM\MBR booting. Look in the firmware settings for these options and also disable Fast Boot. Systems with no Legacy\CSM\MBR option can only UEFI-boot. LinuxLive and E2B are for Legacy\CSM\MBR booting systems.
If you have a linux distro that you want to UEFI-boot: 1. Format a FAT32 USB drive using RMPrepUSB - Boot as HDD 2. Extract all the files from the ISO and copy them to the USB drive - you need to see a \EFI\boot\bootx64.efi file for UEFI-booting to work.
or use Rufus to prepare a UEFI-bootable (single-boot) USB drive from the ISO
For a multiboot USB drive, you can use Easy2Boot, but you will need to convert each ISO into a .imgPTN file and then boot to Easy2Boot using an MBR system or a VM (e.g. RMPrepUSB - QEMU) and then select the .imgPTN file. This converts the Easy2Boot USB drive to a UEFI-compatible partition. You can then boot to the linux distro from your UEFI-only system.