USB debugging can only be used when there's an ADB daemon running. This means either booting into Android or when using some custom recoveries (not the stock recovery). These older phones sometimes had odd rooting methods that you could use without unlocking and which would instsall a custom recovery, but I doubt you could use one in this state. If you could unlock the bootloader you could install a custom recovery (S-Off is not needed for that), but there are two possible catches there. One is that I cannot remember whether HTC's official unlocking erases the phone: the one time I used that was with my M7, which I don't think did erase it, but on most phones unlocking the bootloader erases the device, which would be self-defeating for you. So I would check carefully before doing that (you can find the bootloader unlock instructions at htcdev.com).
The other catch is that if you can't select any of the items on the bootloader menu that suggests there's a more serious problem. What exactly happens when you try to select them? Does it just return to the bootloader, or can you not move the cursor in the first place? If it's the latter it might be that one of the buttons is stuck, and actually a stuck button can cause the phone to boot into the bootloader anyway, so if there's any suggestion that one of the volume keys is stuck then unsticking it might fix your problem.
Unfortunately with completely stock software there's no way of accessing the data unless you can boot it into Android. From the bootloader you can only use fastboot, and fastboot can flash images to a partition or erase a partition but doesn't let you copy data or flash anything other than a partition image (and that only if the bootloader is unlocked).