It seems that I can't completely remove Ubuntu from BIOS/Firmware settings of my PC; I also use Windows 10, by the way.
I already removed the partitions where I had Ubuntu, and extended my Windows partition. I also applied the command bootrec /fixmbr using my recovery USB drive, and tried to remove the 'Ubuntu` directory from my system volume using the Windows command line, but neither of those worked.
For removing my Ubuntu directory with the command line, I followed these steps. My issue is that I'm still having Ubuntu and Linux-Firmware-Updater listed in the Boot Priority Order of my BIOS. I'm attaching a picture showing my Boot Priority Order in my BIOS. 
Do you know how I can remove them? Thank you so much.
Thanks a lot for replying. These are the results of the command LENOVO 20MDCTO1WW LAPTOP-P8VUAKRF x64-based PC