Now today I was trying to run Memtest86+ to check some new (to me) RAM sticks which just came in, and I began again, to have a much more difficult time than I would expect, trying to get that to work.
Now, I have had an interest in tinkering with multiboot USBs (and GNU/Linux in general) over the last few years, and so I have looked into this a bit here and there in the past. And again today I went down the rabbit hole a little bit. So I figured I would share my thoughts and what I have learned so far. I expect this for the time being to be something like an ongoing research thread. Therefore feel free to chime in with your experiences, as well.
So, first of all, back to Memtest86+, where I began this morning. They have a new version, 5.31b, which was released 2020-12-04. So I thought I would give that a try.
* I first tried dd straight to a USB stick. That was not recognized as bootable by T60.
* Because of my recent experience with Lenovo BIOS Update only working via CD, my next step was to try and simply burn the image to a CD (especially since I have some CD media here now). Well, that was not recognized as bootable, either.
* Now it is possible that something is wrong with the latest version. So I tried dd the previous version, 5.01 (from 2013-09-27) to an USB stick. That was not recognized, either. I have not tried burning v5.01 to a CD yet (maybe I should, but I have my doubts, and I don't want to just keep wasting discs; anyway let's call this potential path forward #1).
So then I start going down the USB/multiboot rabbit hole again. Some more projects in this area have come and gone in the meantime (mainly MultiBootUSB) but I did come across a reference to a new project called Ventoy which looks quite nice -- in particular it has a lot of good documentation, and I really like the quite simple structure of the resulting USB stick, as well as the plug-in options for extending the format. Anyway I try that and the T60 again does not recognize the USB stick as bootable. The project seems nice, so I had some high hopes here, but they were dashed nonetheless. Now, maybe there is some issue here with Ventoy (I dunno). Perhaps I can lodge an issue (either at their GitHub and/or forums) so let's call that path forward #2. Before giving up here (for now), I did quickly try some things I read about like changing some partition boot flags, but alas, no joy.
At this point, I ask myself, well what does work? For me, the only thing I seem to be able to consistently boot is a Debian Live USB stick. So I examine that in gparted, and lo and behold they are actually using ISO9660 filesystem. Some further poking around (on the mounted USB stick), looks like they are using ISOLINUX, more specifically an Isohybrid, which, unlike regular ISOLINUX which is limited to optical media, also allows using things like USB sticks. Now I still have more to research here, but let's call this way forward #3.
One final thing, for completeness sake. Back when I was still using Windows, I was (more or less) successfully using YUMI Multiboot tool. Now, that is a Windows only tool, so I won't use it any more, but my point is that maybe investigating whatever method(s) they were using could be another research path. So we call that path forward #4. Anyway, if they can get it to work on Windows, certainly there should be some tool(s) on GNU/Linux, which in my experience is almost always more flexible and powerful, especially when it comes to system utilities like this.
I guess, what would be ideal in my mind, would be some multiboot USB stick where we could put all these different things like BIOS update, Memtest86+, and likely some others, and have them all available on a single USB stick. Without having to waste an entire USB stick for one single thing (which is how Debian Live does it, unfortunately).
Oh yes, that reminds me of another way. Creating your own customized Debian Live USB. Which is possible, but does not help us with things like Memtest86+, BIOS update, or other similar things which boot directly. Therefore not really considering that as a path forward.
And finally, a couple notes from inside Lenovo stock BIOS. When you have something that appears as a valid, bootable device, it seems to appear in "Boot priority order" (Startup -> Boot) prepended with +, e.g., +USB HDD. Invalid devices are prepended by -, e.g., -USB HDD. In neither case does the name of the device seem to show up here in this menu for me. However, when pressing (upon boot) blue ThinkVantage button -> F12 to choose a temporary startup device, then with a valid device (my Debian Live USB, in this case) the boot menu shows -USB HDD but it does show the name of the device (Kingston DataTraveller 2.0).
At this point, not sure which path forward will be the best idea, but leaning towards #2, followed by perhaps #3. If anyone else has some feedback in the meantime, it would be welcomed. I have spent most of today trying to shave this particular yak (and many hours/days previously) and so I figure, the least I can do is publish what I learned so far...

EDIT: It occurs to me that replacing stock BIOS with Libre/Coreboot (or another) may be another way to solve the issue. So I will call this potential path forward #5.
Cheers,
TRS-80