It is hard to believe a Windows update could mess with BIOS boot keys. If it really has done that, we'll have to try to restore them by unplugging the computer & removing both batteries including the CMOS battery. After a while, plug it all back in & see what happens.
But I think there are three keys for you to try a few more times before that...
https://pcsupport.lenovo.com/us/en/solutions/ht118361
How to Boot From a USB Drive - ThinkPad
It says indeed it is the PF12 key. I'm thinking you must ensure you have done Step 2. Turn it on once, & do Step 2. Then do the rest. And try pressing PF12 at the black screen just before the Thinkpad logo.
Here are the other two keys...
https://support.lenovo.com/us/en/solutions/ht500222
Recommended ways to enter BIOS - ThinkPad, ThinkCentre, ThinkStation
(a) Does PF1 get it to BIOS Setup?
(b) It also says, "Note: For some models, instead of pressing F1, continuously press Enter during powering on until a Startup Interrupt Menu displays. The screenshot is for reference. The actual menu will be different."
Can you get that Startup Interrupt Menu? Then press PF12.