After figuring out how the booting was working (BIOS: Advanced, CSM configation) the boot parameters can be set.
I noticed that all Windows partitions on USB and DVD were booting fine, both in UEFI and Legacy mode.
For Linux the BIOS software would recognize the Linux partitions, but refused to boot from it, both in UEFI and Legacy mode. I don’t understand why this should be the case. The problem seems to originate in the American Megatrends BIOS software. I would consider it a (serious) bug that should be resolved asap.
CHUWI: I expect some swift action on the Linux boot issue.