You land in the UEFI shell typically when the normally present boot target is no longer available.
You may want to check the M.2 drive carrier on the systemboard and reseat it.
See https://www.cisco.com/c/en/us/td/docs/unified_computing/ucs/c/hw/C240M5/install/C240M5/C240M5_chapter_010.html#task_acj_gzw_hz
You will also need to check to see if there are any alerts for the M.2 boot drive. There are variants of this with HX servers, one with single M.2 boot drive, and one with Raid 1, dual drive configs. Both M.2 SSDs are connected to the M.2 drive carrier that needs to be snuggly snapped into the systemboard.
Kirk...