A Dell tech did call me and after some time on the phone we determined that the issue is indeed with the boot sequence. In the UEFI boot the first items displayed are:
UEFI Onboard LAN IPv4
UEFI Onboard LAN IPv6
Windows Boot Manager
and it seems that the first 2 items need a network connection which isn't yet available thus the "error" messages.
In the settings I had to change the boot mode to "legacy secure boot off" instead of UEFI boot mode. After restarting I went into the setup where I found the following order:
Network
Hard Drive
CD/DVD/CD-RW Drive
I changed the order to put Network last (couldn't disable it as Dell suggested); after rebooting once more I went back into the settings and change the boot option back to "UEFI secure boot on" and that solved the problem.
Below are the instructions that Dell sent me if that helps. Good luck!!!
I would like to confirm if you can connect via network(NIC/LAN) using the machine.
Also, as a workaround here is what I can suggest for now
(Choose boot order while in Legacy boot setting):
1. Go to One Time Boot menu (F12)
2. Select Change Boot Mode Setting then choose Legacy Boot Secure boot off or on
3. Go to One Time Boot menu (F12) again and select Enter Setup
4. Choose Boot tag and Legacy Boot should be selected.
5. Make sure that hard drive comes first on the list. If Network is appearing, select it and choose disable.
Save setup and restart the computer.