Hi Bernd.
Another update. I tried what you said, I connected the HDD to the PC using the SATA to USB cable with the power adapter. I did not use the recovery USB flash drive. I changed the boot sequence and BOOM! Yes, it finally booted!
I believe it started with a message like 'Attempting to repair', then restarted a couple of times (have to be patient, don't try to switch it off), then it said 'Undoing changes made to your computer...'. Then it restarted 2-3 more times and said 'Preparing Automatic Repair', followed by 'Diagnosing your PC' and then 'Attempting repairs'. Again, be patient with it. There were maybe a couple more restarts and then it displayed the 'Automatic Repair' screen.
From the 'Automatic Repair' screen, I tried 'Turn Off Your PC', 'Continue - Exit and continue to Windows 10', 'System Restore', 'Start Up Repair', and 'Uninstall Updates'. None of these options worked. So finally I decided to use 'Reset this PC' and keep my files. Basically, Windows 10 was reinstalled and all my files were available. Fantastic. Everything seemed back to normal.
I reconnected the HDD to the PC's internal SATA connection and reset the boot sequence to the original settings. When I powered on the PC, it is still stuck on that Lenovo screen! :-( ... Is it possible that some settings have changed somewhere and it is preventing the HDD from booting when connecting using the internal SATA cable? I can see the HDD in the boot sequence, so it looks like the cable is working as it is detecting the HDD, it just will not boot. It boots fine via the SATA to USB connection.
Any guidance you can provide is very much welcomed. I am almost there. Thanks again Bernd and to everyone for their help so far! :-)