I did this a little while back when I was trying to work out how to boot into Linux to see what works and what doesn't. I didn't find it straight forward, and I think some experts may give you a better answer, but this is what I did (which is similar to what you've described, I think):
- T2 Stuff
- Went into Recovery Mode (CMD+OPTION+R)
- Utilities-->Startup Security
- I set Secure Boot=No Security (for booting Linux) but I think you can choose Medium if booting older MacOS version
- Set Allow Booting from External Media = Checked
- Booting Options
- I tried to follow the instructions for booting into external drive using the Option key, but I clearly don't have that level of magical ability/dexterity, so I did this instead:
- Ensure the USB or PCIe DISK you're trying to boot from is connected
- System Settings-->General-->StartUp Disk-->Select that Disk
That worked for me on restarting. If you still don't have any luck. check you've made the bootable disk correctly. I say this, because I tried Belana Etcher (which looks simple enough) but I did something wrong. Then I tried a "dd" command example from Terminal, and this worked out fine.
That's all I've got for now, best of luck
Otherwise, I'm sure there are smart folk that do this day in / day out that can point you in the right direction.
