That's a very good question.
First of, your processor has only 16 PCI express lines. To my knowledge, that' not a lot. For comparison, my CPU has 64 PCI-express lines and I have installed an Nvidia Titan RTX with Asus Hyper M.2 x16 card with 4 NVMe SSD's inside. Basically, the more PCI-express lines your processor has the more it can compute between the PCI slots. I'm not sure on how Intel has this designed. You would have to ask an Intel user. Maybe it's enough though?
From looking at the manual, from my understanding, I'm thinking to adding this capture card wouldn't be any type of bottleneck. You would have to mount the NVMe drives though to M2_3 & M2_4 slots so this way that could of been an alternative to avoiding any limitations. This way the CPU would be computing with the chipset not the PCI slots directly. The other two M.2 slots have limitations. You can observe that inside the manual.