Googled startup.nsh and came up with a PDF (among other things) which suggests you might need to alter a BIOS setting. I've reproduced what I think is relevant below but haven't managed to properly copy the link, can't capture the full address. If you Google, on my results page it came 8 down in the list of hits and begins "[PDF] Basic Instructions for using EFI (EFI.........
Hope this helps.
"*To boot to the EFI shell, press F2 when prompted during POST to enter the BIOS utility. Within the BIOS utility, arrow over to the Boot Devices option and press . Then scroll down and highlight the EFI Shell option. Press to go directly to the EFI Shell.*
*The EFI shell can be set as the first item in the Boot Order Menu so that the system always boots into EFI. (By default, the EFI shell is the last item in the Boot order option list.) Simply enter the BIOS utility (F2) and arrow over to Boot Options and press The highlight the first option and press and arrow down to the EFI Shell option and select . Then press F10 to save this as the new boot order.*
*Upon booting to the EFI shell, the embedded OS will always look for a file named startup.nsh (searching through the “path” defined). Startup.nsh is the equivalent of autoexec.bat in the DOS/Windows environment. After running this startup script (if found), the user will be presented with the command line prompt Shell>.*"