Man, I did not realize how screwed up HP really has gotten since my z800 (whose MB died which is why I decided to get the z840).
I somehow inadvertanty got into the diagnostic menus and ran the "extensive" system test and some individual component tests, all of which passed. After a power down for the machine and a little sleep for me, I powered it back up, this time I only had about 4 mins of HP logo before the whirligig appeared and about 45 seconds later, the lock screen.
This machine is set for UEFI, and for some reason, they decided not to load keyboard drivers until the OS is loaded. So, with a bootable Windows 10 install disk in the optical drive, you cannot "Press any key to boot from CD...." You also cannot access the F10 setup menus unless you happen to have an older PS2 keyboard laying around (which fortunately I do). So I tried to figure out how to turn on the messages while UEFI is booting so I can see what is going on (like the old days of the BIOS loading messages) but once I FINALLY could get to the F10 menus, there was no option to turn on messages during boot. So all I get is the HP logo - I have no way of knowing what is loading in which order or if there is anything in the UEFI menus that can change that.
It also appears I can't change boot order like I could on the old machine. It seems optical drive is the last option after several networking options (IPv4, IPV6, VPN, LAN etc.) and USB - but since the USB drivers appear not be loaded until the OS starts to load, I don't know how this would even work.
Anyway, now I have a bare, fresh SSHD installed and a PS2 keyboard hooked up with the Windows install disk in the optical drive. Time to see if I can just install Windows from scratch and get a system that doesn't create a user directory I don't want (and that doesn't have the same name as the user) and trash the disk HP sent with the OS install on it. Just can't do anything with it - change drive letter on the recovery partition, convert to MBR or even execute the recovery to start over from scratch. (Supposed to be able to do that with "Windows One Button Reset" but God knows how to execute that...)