This is an update from the original post:
I somehow got it to work, I'm not sure how. There were two things that I did:
1. I found a button on the bottom of the Flex box, under the arrows. With the Flex powered on but no Welcome message on the screen, I held down the button for about 10 seconds. I didn't see anything change. Then I unplugged the power, plugged it back in, and held the button down for about 15 seconds while the Flex powered up. I didn't get the Welcome menu. I powered off and on again.
2. When powering off the Flex box, I also unplugged the HDMI cable.
After doing these things, I powered the Flex back on, while the Flex was showing the initial Welcome screen, take a battery out of the remote and put it right back, press Voice button numerous times, and I finally got to the next setup menu. I was able to get the Flex box setup correctly, and also installed the Peacock app, which also worked.
So, problem solved, somehow.
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