I found this reply from someone with the same or similar problem:
If you have no response using start-up keys and you can't choose your start-up disk when pressing "Option" here is what to do.
The problem in this situation is common to users that install Boot Camp and at one stage the installation fail, may be a bug in BootCamp or just our mistakes, it doesn't really matter here is the solution.....
*If you can start Windows, or Start the installation dvd of Windows do it, when In windows you will need to install BootCamp windows Driver, if you try to use the Apple downloaded file, it will not work. You need to find the zip file in internet I found it with Google.*
When you have the file run a "cmd" window with Administrator privileges.
Navigate in the folder that you have decompressed and open the folder Drivers/Apple/ you will see the file BootCamp.msi or BootCamp64.msi, of course choose the one that correspond to your Windows System .... type the file name and hit enter .... the drivers will install .... but what we really want to be install is that little icon on the system tray (right bottom).
After we will restart windows that little icon will give you the chance to restart the computer in OS X.
If something during the BootCamp and Windows installation had corrupted your OS X installation, you will have to reinstall, but at least you will be able to do it now. ;-) It took me two weeks and lot of researches, it's an hour job. Have fun.
Hope you can find the Bootcamp Windows 10 driver that it says you need.