New build - Not getting very far

This is my 3rd build but this time I'm completely at a loss...

Here's the setup (what matters I guess):
Z170MX-Gaming-5
M.2 SSD Samsung 850

I used Unibeast to create a USB key installation. I boot off of it, and get the Clover menu. I select boot off of the USB key and I get the Apple logo and a progress bar, that doesn't move at all.

I have no clue what to do to troubleshoot this! Any insight would be more than appreciated...

M.