My Surface GO also refuses to boot Linux usb sticks directly (interestingly windows usb sticks are no problem).

What worked for me is creating a ventoy usb stick and then putting the iso on there.

If this does not work you can try to set the boot order from fedora with efibootmgr. More infos

• https://old.reddit.com/r/SurfaceLinux/comments/w5s5ak/unable_to_boot_from_usb_on_surface_go_2/
• https://www.linuxbabe.com/command-line/how-to-use-linux-efibootmgr-examples