Hi Joe,
Thank you for posting your question here!
I understand the concern and this is a common Windows issue so no need to worry. What is happening is Windows Hello failed to load the PIN sign in, which is why the PIN field is missing and Set up my PIN does nothing. The recovery screen you see is normal and confirms Windows recovery is working. To fix this, you can start the PC in Safe Mode and reset the PIN. To do that, from the blue screen select Troubleshoot then Advanced options then Startup Settings then Restart. When the PC restarts and shows a list, press 4 on the keyboard to start Safe Mode. Once logged in, go to Settings then Accounts then Sign in options, remove the PIN, restart normally, and add the PIN again. This usually resolves the issue without reinstalling Windows.
Let me know if you need further assistance, feel free to ask me by clicking "Add Comment" or "Add Answer" if you cannot add comment so your response will be visible. Thank you and I appreciate your effort.
Best Regards,
Angelique P.