Create bootable memtest86+ USB (doesn't work?) From: https://superuser.com/a/1603573

install_memtest86+.sh

#!/bin/sh
set -eu

leave() {
    if [ -n "${TMPDIR:+"set"}" ]; then
        sudo umount "${TMPDIR}" || true
        rm -rf "${TMPDIR}"
        unset -v TMPDIR || true
    fi
}
trap leave EXIT
log() {
    printf '%s%s\n' "--LOG-- " "$@"
}
TMPDIR="$(mktemp -d)"
echo "temporary directory is ${TMPDIR}"

log "Install required tools"
sudo apt update
sudo apt install -y parted dosfstools gzip tar wget

log "Define USB device, memtest86+ version and SYSLINUX version"
lsblk
echo "enter drive in form of /dev/sdX where X is a letter from a - z"
printf '%s' ">> "
read -r USB
MEM=5.31b
SYS=6.03

log "Download URLs"
MEMTESTBIN_URL="http://www.memtest.org/download/${MEM}/memtest86+-${MEM}.bin.gz"
SYSLINUX_URL="https://www.kernel.org/pub/linux/utils/boot/syslinux/syslinux-${SYS}.tar.xz"

log "Partition USB and create 4MB FAT16 filesystem"
sudo parted -s "${USB}" mklabel msdos mkpart primary fat16 2048s 5mib set 1 boot on
sync; sync; sync
sudo mkfs.vfat -nMT86PLUS "${USB}1"
mkdir "${TMPDIR}/mount"
sudo mount "${USB}1" "${TMPDIR}/mount"

log "Download and install memtest86+ binary"
wget -qO- "${MEMTESTBIN_URL}" | gzip -d | sudo tee "${TMPDIR}/mount/mt86plus" > /dev/null

log "Create SYSLINUX configuration file to start memtest86+ binary"
printf '%s' "PROMPT 0
TIMEOUT 0
DEFAULT mt86plus
LABEL mt86plus
  kernel mt86plus
" | sudo tee "${TMPDIR}/mount/syslinux.cfg"

log "Download SYSLINUX, install MBR code and install SYSLINUX to USB"
mkdir "${TMPDIR}/syslinux"
wget -qO- "${SYSLINUX_URL}" | tar -xJpf - -C "${TMPDIR}/syslinux"
sudo dd bs=440 if="${TMPDIR}/syslinux/syslinux-${SYS}/bios/mbr/mbr.bin" of="${USB}" status=progress
sudo "${TMPDIR}/syslinux/syslinux-${SYS}/bios/linux/syslinux" -i -s "${USB}1"
sudo umount "${TMPDIR}/mount"

log "Cleanup"
echo "done!"
exit 0