Hmm, odd. So if you select "recovery" from the menu it also returns you to the bootloader? You probably need to select "hboot" first, which takes you to the other bootloader screen, and then select recovery from there.
If it's not that the buttons are stuck and it also won't take you into recovery mode (which on an unmodified HTC should look like a black screen with a red triangle on it - you then press power and volume up together to get the recovery menu) then that would suggest that everything else has been corrupted. Which obviously shouldn't happen by itself.
If that is the case the obvious thing to try would be reflashing the phone. For that we'll need the "cidnum" to identify a compatible software package. You can get that by installing something called "fastboot" on a computer (you should be able to download that from htcdev.com, otherwise there are plenty of instructions on the web, and it's described briefly here as part of our
FAQ), connecting the phone to the computer via usb (it has to be in fastboot mode, but that's what you keep booting into anyway), and then using the command "fastboot getvar all". That will print a lot of information, including the "cidnum". Of course if you know what country and carrier the phone was originally sold to we can probably work the cidnum out anyway.
Once we have that information we can locate a compatible ROM Update Utility (RUU) which you can use to reflash the phone. And as long as it's a software problem, rather than say a fault in the phone's internal storage, that should fix it. You'll need access to a PC though, as RUUs are usually windows executables, though some can also be found as zip files which can be flashed using fastboot from Windows, Linux or MacOS (we can dig out instructions for that later).