For the DriveDx report issue you just need to Copy the contents from the DriveDx text report into the macOS clipboard, then with the "Additional Text" box open on the forums, Paste the contents of the clipboard into the bottom half of the "Additional Text" field. Also make sure to provide a title before Saving the "Additional Text".
If you don't see the Apple boot picker menu, then make sure to use a wired USB keyboard since wireless keyboards may not go ready soon enough to activate the special startup modes. You need to press & hold the Option key immediately after hearing the startup chime. Holding the key too soon may not allow the Mac to register the keypress....more than a second after the startup chime & the system may already be booting.
If no bootable volumes are seen on the Option Boot screen, then you should see a drop down box titled "Choose Network". This is the Apple boot picker menu with the Option Boot. If the WiFi credentials are stored the PRAM, then maybe it would try to automatically boot into Internet Recovery Mode if no other bootable volumes are present. Resetting the PRAM should prevent that and have the system sit at the Option Boot screen. It is also possible to connect a bootable USB drive after reaching the Option Boot screen and have it show up if the drive is actually bootable & working.
Try booting into Internet Recovery Mode (Command + Option + R) at some other physical location if using an Ethernet cable does not help. Trying on another network and with another ISP may be necessary. There may be something with your home network or router configuration, or even ISP which is incompatible with Internet Recovery Mode. Or maybe there is a hardware issue with the iMac which is causing all the problems including being able to boot a macOS installer or accessing the diagnostics.
If you cannot clone the drive or access the installer (USB or online), then you will need to have Apple or an Apple Authorized Service Provider assist you.
Good luck.