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UEFI has two modes. a legacy bios mode called CSM(where a BIOS is simulated). And a full mode(that is, legacy/csm is disabled). Many old UEFIs from like 2000-2010 didn't have full mode, so didn't mention any legacy/csm mode but were legacy/csm mode.
If an OS or thing you boot into e.g. if a Windows PE environment, then as of writing, if you make the USB with UEFI mode, then the partition style has to be GPT. As MBR with UEFI is not / is still not supported in windows systems. So on Windows there are only two relevant options. GPT with UEFI, or MBR with UEFI-CSM/BIOS.
I used one UEFI where when booting off a USB, when a USB is setup as UEFI(and not CSM), then in the UEFI's 'boot device options', you can actually point the UEFI to the .efi file so it can boot off it. Or it can try and find it automatically, but if it can't find it then it will say 'no image found' or that you need to make the USB for UEFI-CSM, and then the EFI image and even EFI directory is not needed.
One can experiment with 'Hirens boot cd' on USB, it has a WinPE version and a less graphical, 15.2 version. Macrium Reflect has an option for either legacy boot media, or UEFI boot media.. though macrium might not call it that, it might call it something more like early winpe and later winpe.