using dd probably made the format iso9660.
This is a read only format.
Do you have another USB, you could use the installer programs in Fossapup64, to do an install to it?
You can first partition and format the USB, to a writable format, using the Gparted program in Fossapup64.
USB flash drives come already formatted to fat32, so that works.
If you want to use a save folder and not a save file.
The format needs to be a Linux format (ext2, 3, 4 or even f2fs)
you need to understand, that time delay setting is there, for a good reason.
If the default boot menu entry will not boot.
That time delay, gives you time to select one of the other menu boot entries.
Those do give you ability, to still boot and fix something, that is not working, in normal boot.
I suggest do not set the delay time less than 5.
You can always get past the delay, by pressing enter, as soon as you see the boot menu.