This is what's called a UEFI bios screen. Look at your storage on the lower right. It says Not Present on any of your SATA inputs. Was it actually a hard disk drive, or a solid state drive?
This is an HDD:
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These are SSDs:
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The SSD on the left plugs into what's called an M2 slot on your motherboard, and the others connect via SATA. If you go into your bios by hitting Del as you power up, you should get to that UEFI screen again, and you should see the drive in that list on the right. Make sure your drives are in UEFI mode, which is something selectable from the storage menu in your bios. The row of icons at the bottom is how MSI displays your computer's boot priority. Make sure the drive that has windows is at the front of the list. If windows won't boot and you get stuck like this ever again, you need to have a rescue USB handy. The USB drive should be recognized by the bios and you'll have to make it top of the boot priority list in your UEFI menu so that it breaks the boot loop and boots windows from the USB drive on the next startup. From there, you'll be able to run disk manager in Windows or some other utility to check if your drive indeed failed.
Most SSD memory chips can be read if the controller dies or something else doesn't work with them. HDD platters should also be readable if the motor/bearing fails. You'll know if it starts making horrible screeching noises or just doesn't sound like it's spinning/humming along anymore.
Sorry to hear about your trouble with the recovery company. Never send your drives out unless you have exhausted all other options. If you have any sensitive data on any disk drives, always make sure you have it back in hand so that
you can witness its destruction. If you ever give your drive to anyone, take a hardened punch or scribe and scratch your initials or some kind of identifying marking into the top plate corner and write on the label in permanent marker so you know you got the right one back.