My newly built PC keeps rebooting into Windows Setup in a loop when trying to install it...

Tl;dR: My PC keeps booting into Windows Setup or saying "Reboot and select proper Boot device or Insert Boot Media in selected Boot device and press a key". I don't know what else to try.

I built my first PC yesterday and so far it seems like the hardware is running fine. However, whenever I start it, it keeps booting up the Windows Setup to install it.

When I "install" it, and it actually works, it just restarts and boots from the USB Drive again. I used the official Microsoft Tool for the first time, and Rufus on s second USB drive as well the second time. I am slowly running out of ideas what to do, I think I've spent about 12 hours yesterday trying to set it up. My Specs are:

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  Motherboard: MGB MSI z390 Gaming Edge AC
  
  
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  CPU: i7 9700k
  
  
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  GPU: R9 390 8gb
  
  
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  SSD: Samsung Evo 860 250gb
  
  
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  RAM: 16g 3200mhz
  

Here is a list of things I already tried

• 
  Format the SSD so I can load windows ontonit
  
  
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  Format the USB Drive and install the Official Windows Installation tool on it
  
  
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  Format a second USB Drive and use Rufus on it as well
  
  
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  Flash my Bios to the latest version
  
  
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  Use Bios Default Settings
  
  
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  Change Bios Default Settings from CSM
  

Legacy + UEFi to UEFI only

• 
  Clean the SSD using Diskpart, then creating a partition, marking it as active and assignint it while using default settings
  
  
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  Cleaning the SSD again with Diskpart, then converting it to GPT and creating a partition, marking it as active and assigning it
  
  
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  Switching Cables and SATA Ports for the SSD
  
  
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  Pulling out the USB Drive while the PC restarts after installation
  
  
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  Marking the USB Partition as active and setting it to boot first
  
  
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  Pulling out the USB Drive and then putting the SSD as Boot Priority
  

However, if I install Windows, remove the USB Drive and then start up again, all I see is

~Reboot and Select proper Boot Device or Insert Boot Media in selected Boot device and press a key~

When I then insert the USB Drive again, it shows that there is now Data on the Partition.

I honestly feel like I ran out or options, is there anything I can do?

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