msi z390 gaming plus motherboard

Hi, I wanted to add an intel M.2 CNVi Wifi module with Bluetooth to my mobo: https://www.msi.com/Motherboard/MPG-Z390-GAMING-PLUS. I came over this one: https://www.scan.co.uk/products/gigabyte-gc-ci22m_a-rev10-m2-cnvi-wifi-wireless-ac-9560-plus-bluetooth-50-adaptor-expansion-slot-bra...

I keep getting the error "Reboot and select a proper Boot Device or insert Boot Media in selected Boot Device and press a key" I'm trying to install windows 10 from a usb(using MediaCreationTool). In the BIOS the correct usb is selected for the primary boot #1, I save changes and reboot...