That is good to see. Wow, I didn't think fast boot could make an HDD disappear! Good call on Igor's part to turn it off. So, boot to the HDD (BIOS boot option #2) & see what happens. I think it will surely no longer have trouble to find IntelPep.sys (which was the original error). Good luck.
(a) In the future, I would keep BIOS set to boot the HDD. When you want to boot to a USB drive, plug it in, reboot, & press your BIOS Boot Menu F-Key at the manufacturer's logo...
https://www.sysnative.com/forums/threads/get-access-to-bios-settings-boot-menu-f-keys-hotkeys-by-system-manufacturer-oem.23010/ Get access to BIOS settings & Boot Menu: F-keys/Hotkeys by System Manufacturer (OEM)
That way, it will be a one-time boot to the USB drive which normally is what you want. The next boot will revert again automatically to the HDD.
(b) Your D: & E: volumes both are named "New Volume". I would rename them to something distinctive in File Explorer. Just right-click the letter/name, & select "rename".
Good luck, & keep us informed.