Startup security utility menu not properly popping up

Solution 1:

This utility can only be run on the following Macs with the T2 Security Chip:

• iMac Pro
• Mac Pro introduced in 2019
• Mac mini introduced in 2018
• MacBook Air introduced in 2018 or later
• MacBook Pro introduced in 2018 or later

More information about the Startup Security Utility can be found at this Apple Support Document.

Information about the T2 chip can be found at this Apple Support Document.

Solution 2:

That step of changing the security utility settings is only for Macs with a T2 chip (newer macs). You don't have one because it did not give you the option. Just skip that part and continue to follow the tutorial. When prompted to select the startup drive, select the blue win folder icon and it will load.

This resolved the issue for me and for a user who commented on the video you linked.