Can't boot with iGPU on MSI Z390-A PRO (i9 9900k)

I want to build this hack on the iGPU (I have a GeForce 1650 SUPER for Windows) but the problem is not even the bios image shows up when I try to boot the PC using only a monitor plugged in to the iGPU.

When I turn it on and leave the black screen for a bit, it either boots into Windows directly (no problem with the driver) or enters a glitched screen when the macOS USB is plugged in.

OC 0.6.6 macOS Catalina 10.15.7

Intel Core i9 9900K
MSI Z390-A PRO
32GB Kingston HyperX Fury 2666 DDR4 memory
WD SN550 1TB NVMe SSD
Corsair CX650 650W PSU

Followed instructions on dortania's guide and I'm pretty sure I did everything right. I'm suspecting the issue is with the motherboard.

Picture attached with what I see when I just leave it to boot from the USB stick (you can only see the mac cursor).: https://i.imgur.com/fQkHtPX.jpg

submitted by /u/Puzzleheaded-Ad6903
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