I deleted Macintosh HD - Data and now the computer won't boot even in Recovery Mode

Okay all, I think I messed up really big time.

Was so excited and delighted today to see my brand spanking new MacBook Air arrive (running Catalina). Everything was wokring great; I started Migration Assistant to get it migrating over from my old computer and, after a little while for the preliminaries, it said it was going to be 6.5 hours. So I thought let’s not do this right now, so I can still use the old computer, and cancelled it.

That was my first mistake.

It wouldn’t let me go back to the original state of Migration Assistant; the users were already on the new computer. Okay, fine, I have to go into Utilities to find Migration Assistant on the new computer. But then when Migration Assistant did start up again, it would keep freezing in the early stages, stalled and not progressing – never even got to the part where it estimated time remaining. It did this in multiple ways, whether I was connected through WiFi or Ethernet, direct from the old Mac or through my Time Capsule.

So I figured I wanted to start clean. And this appears to be where I made the REALLY big mistake. I thought "well, I’ll just wipe the data so I can start clean, right?" I tried to followed instructions for a factory reset: went into Recovery Mode (cmd-R), entered Disk Utility, deleted the Macintosh HD-Data partition. I thought that what I was supposed to do next was delete the Macintosh HD partition too. But it wouldn’t let me do that because it was in use. I also tried to reinstall the US, and it wouldn’t let me do that either (also because it was in use). Okay, I thought, I’ll just restart and see what happens.

And now my brand new $1800 computer is completely bricked.

The Apple logo appears, followed briefly by the start of the progress bar – and then I hear this whooshing sound, like ocean surf or a heavy breath, and it turns back off again… and then the Apple logo appears again and the same thing happened. Over and over on an endless cycle, just Apple and whoosh. I can sometimes get it to turn off by holding the power button, but turning it back on just gives me the endless cycle and whooshing again; I can’t get into Recovery mode. In the old days I would have tried sticking a paper clip in or some other option for a hard reboot, but there’s nowhere to do that.

Help! How can I get back to a brand-new computer with the old data smoothly migrated?