What is the reason for not displaying intermediate information when you turn on the computer and turn it off endlessly?

Question

Iron

Greetings. When you turn on the computer, all intermediate information (Boot Setup, etc.) is displayed only on the projector (EPSON, in this case). Even after the projector is disconnected, the intermediate information is not displayed on the monitor. Changed the priority of displays (made the monitor display the main one). The monitor itself is connected via HDMI to the video card (Nvidia 1660). The projector is not connected to the video card, i. through mat. board to the processor (I'm not sure if I put it right about connecting the projector).

There is also a second problem, namely: the computer does not turn off. The monitor goes into sleep mode as it should, but the computer continues to work. I googled about this, tried several ways, but without success.