How to force my way into BIOS/UEFI?

When everything works correctly, but you cannot enter Setup, you may have “Fast Boot” enabled.

UEFI was originally supposed to speed up the boot process by doing away with legacy stuff. By disabling the Compatibility Support Module (CSM, BIOS emulation) and enabling Fast Boot, you can finally have that. There’s even another level, Ultra Fast Boot. In both modes, fewer devices are initialized. However, prompts for the user to enter setup or select an alternate boot medium are also disabled.

Fast Boot only applies to UEFI booting (because the CSM has to be disabled).

Windows 8 and newer offer better support for UEFI and Fast Boot. While clicking any Reboot button, hold down Shift to go the Advanced Reboot menu. From there, you can also enter the Firmware Setup.

Because Fast Boot will not work if the boot configuration is incorrect, simply remove/disconnect all drives. No operating systems will be present and you can enter Setup normally. From there, disable Fast Boot until you’re done setting up whatever.