: Under the "Select Device" step, select ISO File instead of a direct USB or CD/DVD.
Use Ventoy (a tool to multi-boot ISOs). Copy macrium_rescue.iso , Windows_Install.iso , and Ubuntu.iso to one USB. Boot Ventoy, then select which ISO to launch.
: While physical USBs are great for hardware, the ISO format is specifically preferred for booting and recovering virtual machines.
If your drives are encrypted, ensure you include BitLocker components during the ISO build process, or you won't be able to "see" your data.