hard drive - Windows boots normally only after entering BIOS, else I get "reboot and select proper boot device"

I'd like to ask for your help with the following issue:

I updated Windows 10 to the Anniversary version around a week ago and shortly after that I updated the UEFI/BIOS of my motherboard (the latest BIOS was already released last year). So I cannot really tell when the problem started exactly, but probably not from the Windows update itself, but after the Bios update.

The problem I have is, that whenever I start my computer it tells me "reboot and select proper boot device or Insert Boot Media in selected Boot device and press a key". Then I press the physical restart button and after powering up again I go into the BIOS, don't change anything, just "save and exit" and then it boots normally. So there can't be any problem with cables or with defect hardware, since everything works fine after I entered the BIOS and rebooted.

I checked the important boot settings (at least the ones I know of) in the BIOS after updating it. The SSD is recognized as an SSD, the HDD is recognized as HDD. AHCI is enabled and the SSD is selected as the primary (and only) boot device.

I have the following system: Intel Xeon E3-1231v3, ASRock Fatal1ty H97 Killer (BIOS version P2.50), Crucial M4 SSD (boot), WD 1TB internal, WD 2TB external; Windows 10 Anniversary

Thanks!