Just to verify, in the instructions I linked above, you did select the correct option in the File System List (i.e. PciRoot (0x0)/Pci (0x1F, 0x2)/Sata(0x3,0x0,0x0)/CD as it is Dell-specific)?
If so, and if the drive is working in Windows but can't be used to boot, there is obviously some UEFI BIOS/Secureboot crap going on.
Based upon a Google search, you aren't the only person that has run into this before. And, I haven't seen any instances where a person who asked for help with this issue on this particular model Dell reported having successfully resolved it.
If Dell isn't going to help you to resolve it (which you indicate they won't, without charging for it on a new system to boot?) and you WANT this feature, I say return it to Dell and buy another brand. Let them take the financial hit for failure to properly provide support.