On some devices windows puts itself first in the boot order. I've seen this on some HP devices.

Setting a BIOS/UEFI password might help (But doesn't always). If that does not work on your computer, you could try replacing the windows bootloader with grub as the default bootloader in a weird windows menu. (I don't remember exactly how I did it. You should search for something like that on the internet.)

If you have a PCI-Express slot available, you could also buy a Nvme to PCIE adapter. Many aren't expensive and work quite well (I use one to have a Nvme drive in an old computer). However depending on the BIOS/UEFI booting from an Nvme doesn't work.