Hi there! My name is David. It’s a pleasure to help you today.
Thank you for posting your question and describing your problem so well.
Does your laptop also restart when you enter the BIOS, after some time?
Did your laptop work fine before, did you have any Operating System installed?
What you describe, sudden restarts and a USB drive getting damaged when connected to your laptop, is not normal behavior, and in this case it does not seem to be related to Windows.
Considering what you have already tried to solve the issue (configuring, updating BIOS, resetting EC, using several USB drives), the issue you describe could be directly related to your laptop itself; Some component might not be functioning correctly.
In this case, what I can suggest and what is most recommended is that you seek assistance from the device´s manufacturer or from your trusted technician, since more exhaustive tests are required on your laptop for a more accurate diagnosis.
You can request assistance from MSI at the following link:
https://www.msi.com/Laptop/Bravo-15-C7VX/support?sub_product=Bravo-15-C7VE
At the bottom of the site, look for “Web Ticket.”
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
Let me know if the shared information has been helpful. Regards.