You can toggle the Show all devices option then all the disks will be listed. To prevent misoperation, Ventoy2Disk.exe only lists USB drives by default.

Ventoy can be installed on USB drive or local disk.

if Ventoy2Disk.exe always fail, you can use Ventoy LiveCD, refer notes.

You must copy them to the upper directory to use them. These exe files are in altexe directory of the installation package. Since 1.0.58, Ventoy also provides Ventoy2Disk_X64.exe/Ventoy2Disk_ARM.exe/Ventoy2Disk_ARM64.exe you can use them if needed. Notes: Ventoy2Disk.exe is a x86_32 application and supports both 32-bit and 64-bit Windows PC with intel/amd processor. Run Ventoy2Disk.exe, select the device and click Install or Update button. Kali ain't really meant for that and you're better of installing another Linux distro as main-OS.Download the installation package, like ventoy-x.x.xx-windows.zip and decompress it.

USB Persistence Encrypted would be handy to save your configuration of your tools or something, and to save logs, but I don't see why you'd use that unless you're really working in the field and need the configuration for a specific workplace/company/. It will also give you a fresh OS each time you boot. If you mess something up (e.g configuration) you can just restart from the USB and everything is back good. Install it, the text from the installation-menu is read out to you. If you choose USB Persistence choose this one! Alone with this option your USB is also encrypted with LUKS. If you now place a file on your desktop, it's saved on your USB and is again accessible when you boot from it. Use this if you want to install Kali on the USB you booted from, this way you can save what you've done etc. You'll use this when performing forensics on a device (e.g recovering sensitive files, getting evidence in crime scenes.) In this mode the internal HDD is never touched, and auto-mounting of devices is disabled. This is probably what you want when troubleshooting. Meaning that when the system fails it will (normally) not cause harm to your device. This is possible because Kali only writes to RAM and not your HDD. So if you make a file on your desktop, that file will be lost when you restart. That means, that when you terminate/shutdown your laptop everything you've saved/edited in Kali is lost. This one will boot you into Kali, but only in the Live mode.

I guess you are talking about these options:

Kali live usb