Hello,
as far as i know:
some USB-Devices are bootable - some are not bootable (maybe 'older ones').
If one of your drives is not bootable and your bootoptions are perhaps
'wrong' configured the device is not 'addressed' to boot - this drive would
work without the error message - because it is not able to boot.
If the other of your drives is bootable and your bootoptions are perhaps
'wrong' configured the device is 'addressed' to boot - this drive would work
with the error message because the bootloader is not found on this device -
because it is (would be) able to boot.
you have not written if you have tested changes to your bios - these are
still my ideas to fix your problem, maybe.
but i maybe also wrong - it´s an idea - i don´t know exactly
greetings
Dirk