Why does my new Nano only show up as an unknown USB device?

Unknown device with the yellow triangle on both boards is almost always the USB to serial chip driver, not the boards themselves. The official Nanos use an ATmega16U2 for USB, but most of the clones out there use a CH340 chip, and Windows 10 does not ship with a driver for it. That matches your symptoms exactly: the board powers up, Windows dings beacuse it sees something plugged in, but it can't identify what it is, so the IDE shows no ports at all.

Quick way to check: open Device Manager, plug a board in, and look under Ports or under Other Devices. If it shows up as something like USB-SERIAL CH340 or USB2.0-Serial with a warning icon, that confirms it. Grab the CH340 driver from the chip maker's site or from the Wemos site, run the installer, unplug and replug the board, and it should show up as a COM port. If it turns out to be a CP2102 instead, same idea, just get that driver instead.

On the cable question, you alredy did the right test by trying two of them. One thing to watch with USB-C boards is that a lot of cheap charging-only cables look identical to data cables, so if both your cables happen to be charge-only you'd get power and no data. But since Windows made the connect sound, it's at least detecting something on the data lines, so I'd put money on the driver. Once the driver is in, the port should appear in the IDE under Tools, Port as something like COM3 or COM4. Pick that, select Arduino Nano as the board, and if the upload fails later you may need to pick the Old Bootloader option under Processors, since most of these clones ship with the older bootloader. But one step at a time, get the driver sorted first.

One thing I ran into on my own clone Nano was that Windows Update had already pulled down a CH340 driver at some point, but a broken old version of it, so the board kept showing the warning triangle even though I thougt I was covered. I had to go into Device Manager, uninstall the device with the 'delete driver software' box ticked, then reinstall fresh from the chip maker's site before the COM port finally appeared. Also worth peeking at the little black chip sitting right next to the USB socket on the board itself, since the part number printed on it tells you exactly wich driver you need instead of guessing.

Funny enough when I had the exact same mystery with my clone Nano, the driver was fine and it turned out the front USB ports on my PC case were the problem. They were running through a cheap internal header and Windows just refused to enumerate anything through them. Plugged into a port on the back of the tower and it popped up as a COM port instantly. So if you get the driver sorted and it still acts wierd, try a rear port before you start doubting the boards. Also grab a cheap USB sniffer app or just watch Device Manager while replugging, seeing it flicker between names tells you a lot.

Worth a peek at the little black chip right next to the USB connector before you install anything. I ordered a board that was listed as CH340 and it showed up with a diferent chip on it, so I wasted an afternoon installing the wrong driver. The part number is usually printed tiny on top of it, squint and you'll see it. Then grab whichever driver actually matches. Also, once you do get a COM port showing, don't panic if the first upload fails, that's a separate headache we can deal with after.

Gotta push back on the claim that Windows 10 never ships with the CH340 driver, because mine did. Plugged in a clone board last year, no install, no download, and it just came up as a COM port after about thirty seconds while Windows Update quietly grabbed it in the background. So if the OP installs the driver manually and nothing changes, the driver angle might be a red herring entirely. I'd let the machine sit plugged in for a few minutes first before assuming the driver is the whole story. Also worth checking what acutally shows up under Other Devices, since the name there tells you which chip you're really dealing with.