You could have no hard drive/SSD in your system and Internet Recovery should still load.
Since it's not loading the next thing to look at is a network issue. The best thing to try would be a friend's home/residential Wi-Fi other than your own because there may be something about the Internet connection you are using that's blocking access to Apple's recovery server.
If you have a built-in ethernet port you can try that as well by plugging into your router, as not doing Wi-Fi eliminates a lot of (but not all) potential Internet issues. And if that doesn't work, a friend's router.