I chose UEFI Boot Mode. I am thinking, I should try with Legacy? Will that work on the Z490?
UPDATE: Solved!
For now, anyway.
I DID miss a TINY little step in the guide: It says in Catalina I need to select "View All" before I format. I could already see the USB so didn't select that. Format, no complaints. Ah, the GUID table option was missing, but I couldn't select it.
Because I didn't select "View All" first.
Now I got a green clover leaf, and will continue with the install (hoping that 4 leaf clover will bring me luck!)
UPDATE 2: Hmmm ...
I get the clover screen, click the "External" in the middle and press space (or something). It boots, I see the white apple logo but then no more happens.
I had enough fun for one day, need to try again tomorrow.