Purchased Win2USB and set up an external thunderbolt NVME enclosure with Windows 10. It will not boot from it. Pressing F10 on startup, it does not show in the list. USB enclosures work fine. Does this NUC not allow booting from thunderbolt?
Have you enabled this capability in BIOS Setup?
Use F2 at POST to enter the BIOS Setup program. Browse to Advanced | Onboard Devices and ensure that Thunderbolt Support is enabled (checked). Browse to Boot | Boot Priority and ensure that Thunderbolt Boot is enabled (checked).
Hope this helps,