Cannot reach UEFI setting because Windows 10 wil not reboot properly
Solution 1:
I solved the problem. The solution, in case someone else thinks he or she has this problem:
My computer was rebooting just fine and entered the UEFI settings just like it should. I do not know if it worked if I would used the F2 or DEL keys (it probably would, I just did not try it anymore), but just using the normal Windows 10 facilities to reach it worked.
The problem turned out to be my graphics card (or me, that depends how you look at it). I have four output ports on my card, 2 HDMI and 2 display port. I have an old monitor with only a VGA port for the input. Only when Windows loaded the video output would switch to the display port I was using with an adapter.
Off topic: The previous time I was in the UEFI settings, was when I installed Windows after building it and was eager to see what it could do. At that time I used a television (HDMI connection obviously) for screen temporarily, while I waited for the VGA/Display port adapter tocome with the mail. Had I thought of this earlier...
Solution 2:
My problem turned out to be the following: monitor connected with DisplayPort never showed the "Press 'del' or 'F2' to enter BIOS screen" because the monitor restart was slower than the reboot of my pc.
Connecting to a monitor with hdmi solved it for me (and clicking the boot to uefi setting).