A USB thumb drive which boots successfully on any number of other computers doesn't want to cooperate with the Lenovo Thinkpad T460s. The T460s laptop simply refuses to boot to the USB drive. The resolution is remarkably simple.
Boot the laptop to the BIOS and ensure the following two settings:
- Turn off secure boot
- Turn UEFI boot to both (meaning legacy and uefi)
On the next reboot, the USB drive successfully booted.