We present infant-phase observations of the broad-lined Type Ic supernova (SN) 2020lao, including optical spectroscopy beginning within about 48 hours of the inferred explosion epoch and extending to nearly 100 days. The explosion time is constrained by power- law fits to the rising TESS and ZTF light curves, with the first ZTF detection occurring only ~27 hours after explosion. The optical light curves show a rapid rise of ~=8.8 days and a peak luminosity typical of SNe Ic-BL (i.e., Mr~=-18.5mag). Unlike some engine- driven SNe Ic-BL events, the early light curve of SN 2020lao shows no evidence of an optical afterglow or excess emission, and the absence of any detectable shock-cooling component in the TESS/ZTF data constrains the progenitor to a compact Wolf-Rayet like star with R* <~ few R_{sun} , ruling out any extended envelope. The spectra resemble those of the X-ray flash associated SN 2006aj but with systematically higher expansion velocities. From Arnett-type fits to the bolometric light curve and measured FeII {lambda}5169 line velocities, we infer a ^56^Ni mass of 0.23+/-0.03 M{sun}, an ejecta mass (M_ej) of 3.2+/-0.8M_{sun} , and a kinetic energy of E_K~(23.1+/-12.4)x10^516erg, corresponding to a specific kinetic energy of E_K_/M_ej_~=(7.2+/-3.5)x10^51^erg/M_{sun}. Spectral synthesis modeling broadly reproduces the photospheric-phase spectra of SN 2020lao and suggest E_K/M_ej_~=4.9x10^51^erg/M_{sun}. SN 2020lao and SN 2006aj synthesized comparable amounts of ^56^Ni, yet SN 2020lao exhibits E_K/M_ej_ values on the order of 5-10 times larger. Published VLA and Swift/XRT non-detections reveal no afterglow emission, imposing stringent limits on relativistic ejecta and dense circumstellar material. Given that SN 2020lao reaches a specific kinetic energy typical of engine-driven SNe Ic-BL, lack of an early optical excess together with the non-detections in the radio and X-ray bands suggest that if a relativistic jet was launched, the explosion must have been viewed far off axis or the jet was choked before breakout. Otherwise, SN 2020lao represents an extreme non-relativistic SN Ic-BL. This underscores the importance of continued infant-phase, multi-wavelength monitoring of these explosions.