I dont know enough about electronics to say for certain but I think Holding down the key doesn’t work from a technical standpoint. If you press it down before the relevant stage of the boot process is running there might not actually run any code to even detect the key press. And holding down a key doesn’t continuously send new keypresses. Only “key down” and “key released”.
But 100% agree on the standardised key. And it should be something that ia on every keyboard and not behind an alternative funktion! No alt/shift/fn. Just make it enter or something!
wg-quick creates a systemd service for each wireguard config you have. So if you set up a tunel called wg0, you should be able to run ‘sudo systemctl enable wg-quick@wg0’ This will make your tunnel connect on every boot. I have the same setup on my proxmox, so i can reach certain services of my homelab proxied through a root server (the other end of the wireguard tunnel)