One it would be great if you could post that link for future understanding as we come to a solution for you.
Just so you don't feel alone welcome to the wonderful word of working with Dell or for that matter HP.
HP pulled a hard one on there HP Z800 models to where if you happened to buy it 6 months earlier, later new CPU's were offered on New factory shipped model of the Z800 but your New 6 month old model was not able to use them because a BOOTBLOCK date code.
https://h30434.www3.hp.com/t5/Busin...00-motherboard-versions-v1-v2-v3/td-p/8876130
Yes the HP issue is not relevant to your issue installing Windows 11 on your Dell but in a way it is. It's a road block we as consumers have to juggle with from manufactures to get to a working PC's/ OS.
Was your model a Ubuntu offered model from Dell.
To get that windows 11 installed there a a couple of tricks to beat hiccups on the installs of the OS.
If what you said is the reason your having issues is a Dell BIOS conflict that newer models don't seem to have.
It kind of makes since that your Windows 10 is in Legacy mode. But that's only guessing.
At this point to get Windows 11 on there here are the choices.
See if you can install Windows 10 on the M.2 SSD in UEFI. It would be interesting If windows 10 also kicks out during install.
If it worked now throw on Windows 11. If that worked your good. carry on BUT.
If your still having issues you could IF NEEDED do the Rufus creation of your Windows 11 installer, keep the computer in legacy and install 11 that way as that's how you or someone " in legacy BIOS mode " else did get Windows 10 on the machine.
If your happy with legacy and your good. carry on.
But if you want UEIF keep reading.
There is one more way and it's work but not really. With your Dell in UEIF mode.
Take your M.2 SSD and install it into another computer. All other drives disconnected and the loaner PC also in UEIF start your install of Windows 11.
When the installer is almost finished putting Windows 11 on that M.2 you will be greeted with Windows needs to restart 10-9-8-7- TURN off the computer DO not let it restart.
Remove the M.2 from the loaner computer and put back into the Dell. Turn on the Dell and the install of Windows 11 will finish. On that restart and that last leg of the install is when Windows marries OS to the motherboard.
Yes it's work beating the road blocks manufactures willingly or on willingly seem to have on there pre-built PC's.
Being in this game so long you learn and pay it forward.
I hope I didn't scrabble your brain just trying to get you to a working Windows 11.