You obviously need to enable the external SATA controller in the BIOS so the SSD can be seen by the BIOS (and XP).
If E2B warns you that no HDD was detected, then it is never going to boot from the SSD.
Ensure the first boot device in the BIOS settings is set to the SSD drive.
If the SSD is not visible in the BIOS settings, then it obviously can't boot from the SSD.
If XP Setup is trying to write the boot code to the USB drive, then there will be no boot code on the SSD so it will not boot in Step 2. You must configure the BIOS so the SSD is the first drive in the system and keep the E2B drive connected so that you can tell if it has corrupted it or not after Step 1. If the boot code has been written to the USB drive, then there is no point trying Step 2.
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Subject Re: Re: Re: Re: XP wiping out boot record on E2B flash drive