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Try to plug-in the hot-swap SSD first before powering on the unit to see if the system detects it which could indicate a connection issue if that doesn't work.
If it works when you plug-in the drive before powering on the unit, check if it makes any difference when you restart or power off/power on the system.
If it does, you may want to check if the latest bios can help with that issue.
Otherwise, is it brand new and have you tried going to disk management to partition and format it?
If you can check your SSD in another system or try a different hard drive in this one, that may give you a better idea what is going on.
Feel free to let us know how it goes and ask for more suggestions. Thanks.