Unfortunately you need to boot into Internet Recovery Mode in order to access the Startup Security Utility in order to allow booting from USB if you did not previously modify this setting. Unfortunately the spinning world icon means the laptop is trying to boot into Internet Recovery Mode with either means you never allowed booting from USB or your bootable macOS installer was not properly made (must be made on a Mac -- I haven't seen anyone successfully create a bootable macOS USB installer using Windows in many many years) or you have a bad/incompatible USB stick.
You should be able to boot into Internet Recovery Mode over WiFi even with WPA2 authentication, just enter your SSID and WiFi password if the SSID does not appear on the drop down list in the center of the screen. I do know that sometimes I have issues as well doing this on our work network, but it also has extra security enabled to block certain types of network traffic. If you have a hidden WiFi network, then you may need to unhide it to try booting into Internet Recovery Mode. If you are having other issues once connected to the WiFi network, then you can try power cycling the router, or trying to boot into Internet Recovery Mode at another location to bypass any WiFi/network issues at home or with your ISP.
I have heard that the third party USB-C to Gigabit Ethernet Adapters may not always work, plus it seems all the third party USB-C to Gigabit Ethernet Adapters utilize the Realtek chipset so they all will have the same issues. I haven't used those third party adapters in a long time because they would not work properly for me to Netboot although I could see & boot, some features just did not work when using the third party adapter. If I remember, I will try one of those adapters tomorrow to see if I can access Internet Recovery Mode. I have since relied on a very clunky arrangement of using an Apple USB-C to Thunderbolt 2 Adapter combined with an Apple Thunderbolt 2 to Gigabit Ethernet Adapter.
If you access to another Mac running macOS 10.15+, then you can "Restore" the T2 firmware using the instructions in this Apple article:
Revive or restore an Intel-based Mac using Apple Configurator - Apple Support
If none of these things work, then take the laptop to Apple or an AASP to have them assist you in restoring your laptop. Apple may do it for free (not sure), but an AASP is likely to charge for the service.