Have you tried steps mentioned in HPE article to creating a bootable USB key HPE USB Key Utility
https://support.hpe.com/hpesc/public/docDisplay?docId=a00029945en_us&docLocale=en_US
Creating a bootable USB key:
Installing the utility adds a shortcut in USB key utility program group in the Programs Start menu folder.
Procedure:
1..Double-Click the USB Key Utility shortcut in the USB key utility folder.
2..Complete each step as presented by the application:
a. Click Next at the splash screen.
b. Read the End-User License Agreement (EULA), and then select Agree and click Next.
c. Select Create a bootable USB key from CD/DVD, and then click Next.
NOTE: Do not select the Add an additional CD/DVD to a bootable USB key option with SUM 6.2.0, SPP 2014.02.0, or Intelligent Provisioning 1.60 and later, which no longer support Multiple-Boot environments on a single device.
d. Place the USB flash drive in an available USB port. Insert the media in the optical drive or mount the ISO image, and then click Next.
e. Choose the drive letter of the source, choose the drive letter of the target USB flash drive, and click Next.
NOTE: If the drive key is not present, click Rescan Target or insert a new one.
CAUTION: All data on the target USB key will be deleted.
f. Click Next on the warning message screen.
The USB flash drive is formatted, and the source contents are copied to the USB flash drive.
g. To display the README.TXT file, click Finish.
NOTE: The README.TXT file is only displayed if the ISO has one to view.
Adding content to a bootable USB key:
The USB key utility supports multiple images on a single USB flash drive if there is adequate space available on the USB flash drive and user are not loading content that works with a UEFI bootloader, which does not support multiple images due to security reasons.
Procedure:
1..Follow the instructions for creating a bootable USB key.
2. Double-Click the USB Key Utility shortcut in the USB Key Utility folder.
3.Complete each step presented by the application:
a. Click Next at the splash screen.
b. Select Agree, and then click Next after reading the EULA.
c. Select Add an additional CD/DVD to a bootable USB key, and then click Next.
d. Place the USB flash drive in an available USB port. Insert the media into the optical drive or mount the ISO image, and then click Next.
e. Choose the drive letter of the source, choose the drive letter of the target USB flash drive, and then click Next.
f. Click Next on the informational screen.
The source contents are copied to the USB flash drive.
g. To display the README.TXT file, click Finish.
NOTE: The README.TXT file is only displayed if the ISO has one to view.
Repeat steps 2-3 for each source media or image to be transferred to the USB key.
USB Key Utility for Windows
https://support.hpe.com/hpsc/swd/public/detail?swItemId=MTX_360731071b404454b454390208
