So I thought I'd chime in as I just spent several days trying to get windows 10 installed. I hava a macbook pro mid 2010 (preUEFI/EFI 1.1) and I replaced my optical drive with an ssd. So EFI installations are buggy and legacy installation gives the No bootable device error. Someone earlier mentioned that the reason the USB isn't recognized is because it wasn't set to "active". That could also be the issue, but I wasn't able to fix that.
The basic idea is to make a bootable partition with all the installation files on the hard drive instead of a USB. I originally created a bootable usb then booted windows installation in efi mode, created all the partitions and used xcopy to copy the installation files. It was tedious but I think using gpt fdisk in OSX would be way faster. Maybe some experts or someone who's stuck can confirm/try it out. I should point out that I'm no expert. I've just been reading about it for days every time a new windows version comes out.
Create 2 separate partitions in disk utility (not including the osx partition) and format both to fat32. One is the required size for your windows partition and the other should be around 4-5 gigs to hold all the installation files.
Mount the Windows install iso and copy all the contents to the 5 gig partition. (Only step I have doubts about)
Open terminal and type
sudo gdisk /dev/disk0
You may have to use something other than disk0 if you have more than one disk installed.
Enter your password and press enter (password won't show while you're entering it). You should see this:
Partition table scan:
MBR: hybrid
BSD: not present
APM: not present
GPT: present
Found valid GPT with hybrid MBR; using GPT.
p <enter>
You should see 5 partitions with the last two being the ones you just made. This is just an example.
1 40 409639 200.0 MiB EF00 EFI System Partition
2 409640 725503591 345.8 GiB AF00 Customer (This is where OSX is installed)
3 725503592 726773127 619.9 MiB AB00 Recovery HD
4 726773760 976773119 119.2 GiB 0700 BOOTCAMP
5 ..............................................
r <enter> go to the recovery & transformation menu
h <enter> create a new hybrid MBR
2 4 5 <enter> add partition 2 4 5 to the MBR
Partition 2 is where OSX is installed, 4 is where you want to install windows and 5 is where the windows installation files are.
y <enter> Place EFI GPT (0xEE) partition first in MBR (good for GRUB)?
Creating entry for partition #2
AF <enter> Enter an MBR hex code (default AF)
n <enter> Set the bootable flag?
Creating entry for partition #4
07 <enter> Enter an MBR hex code (default 07)
n <enter> Set the bootable flag?
Creating entry for partition #5
07 <enter> Enter an MBR hex code (default 07)
y <enter> Set the bootable flag?
n <enter> do not protect more partitions
o < enter> print (display) the MBR
You should have 4 entries. One type EE, one type AF, two 07, with one of them marked with * under Boot.
w <enter> write partition table to disk
reboot. hold down option - you should be able to boot into either Mac HD, or Windows.
I hope this helps. The next time I have to install Windows on a Mac I'll probably do it this way. I should point out that the steps to create the hybrid mbr are from another solution on the forum. I just can't remember where I read it.
