Thanks for your replies, you got me thinking... I took the drive that I had created using Macrium Reflect, that would boot the laptop, I used DiskPart to "Clean" the drive, and then created a Recovery Drive using that one, and it worked! Now I did some more testing using 3 different brands of drives, I'll call them A. B, and C. I have 2 each of A and C, and tested both of them, so 5 drives in total. Each drive was "Cleaned" before testing, and each drive was tested using Windows Recovery Drive, and Macrium Reflect - both creation methods gave the same result. Drive A (the original drive) locks the laptop up when you try to go into the boot menu, drive B works OK, drive C doesn't register in the boot menu. All drives will boot a legacy desktop PC (and show in the boot menu). When I used the desktop PC to create a Windows Recovery Drive using drive B, this would also boot the laptop. So it would seem that not all ThumbDrives are created equal, and given that I tested 2 different samples of the faulty ones, and got the same result, you couldn't say that it was a faulty drive. Drive A = 4GB, B=2GB, C=2GB.
Note: The Laptop's BIOS settings are on the factory default.