Try a PRAM Reset (hold it for two chimes). Sometimes a Mac may get stuck with the last used boot option so this will hopefully clear the boot options from the NVRAM.
Try booting into Internet Recovery Mode (Command + Option + R) using a wired USB keyboard just in case there is a hardware issue with the built-in keyboard (keyboard may work perfectly otherwise, but perhaps not for the early startup keys).
Timing is also crucial since these new Macs don't give you any indication when they are actually powering on which means you may easily miss the extremely short window of opportunity for using the startup keys.
If you have access to another Mac, then create a bootable macOS USB installer:
How to create a bootable installer for macOS - Apple Support
If this is a 2018+ Mac with a T2 security chip, then you can try "Restoring" the T2 firmware (requires access to another Mac running macOS 10.15+):
Revive or restore an Intel-based Mac using Apple Configurator 2 - Apple Support