So reading the manual for the Z390-E, it says
"enable the Hyper M.2 X16 series card under BIOS setting"
When you add the second M.2 card, I believe you have to log in to BIOS and "enable" it.
UPDATE: and also I think you will find
NVMe Configuration in your BIOS. This menu displays the NVMe controller and Drive information of the connected device