Wave-particle duality, superposition and entanglement are among the most counterintuitive features of quantum theory. Their clash with our classical expectations motivated hidden-variable (HV) theories. With the emergence of quantum technologies, we can test experimentally the predictions of quantum theory versus HV theories and put strong restrictions on their key assumptions. Here, we study an entanglement-assisted version of the quantum delayed-choice experiment and show that the extension of HV to the controlling devices only exacerbates the contradiction. We compare HV theories that satisfy the conditions of objectivity (a property of photons being either particles or waves, but not both), determinism and local independence of hidden variables with quantum mechanics. Any two of the above conditions are compatible with it. The conflict becomes manifest when all three conditions are imposed and persists for any non-zero value of entanglement. We propose an experiment to test our conclusions.