I have just followed the steps again twice, both the budgie and the gnome ISO. No indication of any problems while following the instructions (I write on Linux using dd). I even tried two different USB drives.
Same problems persist. The budgie ISO with normal boot goes to the _ (not blinking, seems like the correct display resolution) and nomodeset gives a blinking _ allowing me to switch TTY. I also don't hear the boot chime(?).
I also forgot to mention the error "open /dev/dri/card0: No such file or directory" while booting with nomodeset. /dev/dri is indeed empty. I've also disabled fast boot and secure boot, although that does not seem to make any difference. I'm using the UEFI boot option in the boot menu.
EDIT: As suggested on other topics I also tried to restart gdm / lightdm. Lightdm says 'Failed', probably because Xorg doesn't start(?).
EDIT 2: USB Drive works fine on my MacBook.