This is the normal procedure for install of windows on Nvme drive.
1 - Make sure you unplug all SATA and USB drives, the M.2 drive has to be the only drive installed.
2 - Go into the bios, under the boot tab there is an option for CSM, make sure it is disabled.
3 - Click on secure boot option below and make sure it is set to other OS, Not windows UEFI.
4 - Click on key management and clear secure boot keys.
5 - Insert a USB memory stick with a UEFI bootable ISO of Windows 10 on it.
6 - Press F10 to save, exit and reboot.
7 - Windows will now start installing to your NVME drive as it has its own NVME driver built in, I don't think this would work with previous versions.
8 - When the PC reboots hit F2 to go back into the BIOS, you will see under boot priority that Windows boot manager now lists your NVME drive.
9 - Click on secure boot again but now set it to Windows UEFI mode.
10 - Click on key management and install default secure boot keys
11 - Press F10 to save and exit and windows will finish the installation.
Once you have Windows up and running, shutdown the PC and reconnect your other SATA drives.