Where you able to boot to the windows installer when you plugged in the usb drive? If not, plug in the windows installer USB, go into BIOS and change the boot order so that the USB drive is first. This same advice applies if you're trying to install Linux from a USB.

You can download a system restore image from Lenovo for that specific pc. It reloads the OS from a thumb drive, including the proper drivers and licensing.

For licensing you can also run the scripts from Microsoft.

Linux is your easiest bet. I forget how windows does its MDM, or if it’s easy to bypass. But it knows it’s a corporate computer so it’s going to ask for the corporate login and auto provision itself for it. If a reinstall didn’t work then you’d have to do Somme other trickery to bypass it.

Or just install Linux and have it not care. Ubuntu and Linux mint are pretty noob friendly.

Try it. Remove the original drive and see if the login prompt still appears.

Lenovo think centre pcs are great home servers, I personally run debian on mine and have zero issues with it

Two things I can think of, it's either some remnant program from the original drive in which case just toss it or re-use it elsewhere and put your HDDs in, you don't know what the state of the OG HDD is anyway and for read/write heavy programs like plex or storage it's probably at a higher chance of failure

It has some kind of BIOS lock, you said you can get into the BIOS but have you tried to change anything? It might prompt you for a password In which case you might be able to reset the BIOS or will have to contact lenovo to sort it out if possible.

The worst BIOS password bypass Ive done is to actually fry the chip storing the password, there is so many things wrong with doing this but it MAY be possible as a last resort so please exhaust all other options before attempting this