I have a vague theory that the difference between warm and cold boot could be caused by the GPU. A dummy I am using until the real one arrive.
One difference between warm/cold boots is likely that on a cold boot, the GPU would only have one port enabled until after the OS driver kicks in and initializes things.
On a warm boot, if the GPU is not reset, it is still attempting to run all 4 displays, and it might be reacting to that 4th display depending on how much GPU memory is available. But at this stage, with no OS running, it cannot cycle GPU memory in/out of main memory if things get tight, and might be doing ****ty things to the PCI bus, which could block off access to the NVMe boot drive. Hence suddenly the HDD 81 complaint.
But, probably just a dumb guess, since I haven't tried giving the big girl a replacement SATA boot drive to test it, which might change things up..
And I honestly do not know how much the BIOS boot process does to initialize/reset the GPU, if anything.