This is what I did to install Windows 10 from USB onto a samsung 950 pro 256 m.2 and also use a SATA SSD RAID... it took FOREVER to figure out the bios settings so i hope this helps.
First, I put in the 950 m.2 only, and then change bios to the settings below:
in ADVANCED\PCH Storage Configuration
hyper kit mode off
sata controllers enabled
smart self test on
m.2 pie storage RAID support disabled
sata express PCIE Storage Raid Support Disabled
Agressive lPM Disabled
In Advanced -> USB Configuration
Legacy USB Support Enabled
XHCI Hand-Off Disabled
Usb Keyboard and Mouse Simulator Enabled
advanced -> onboard devices configuration
PCI-EX16_3 bandwidth X4 Mode
SATA Mode Configuration: SATA Express (NOT m.2, as i found out)
Boot -> CSM (Compatibility Support Module) Configuration
Launch CSM Enabled
Boot Device Control UEFI Only
Boot From Network Devices Ignore
Boot From Storage Devices Legacy Only
Boot From PCI-E/PCI Expansion Devices UEFI Driver First
Boot -> Secure Boot
Secure Boot State Enabled
Platform Key PK State loaded
OS Type Windows UEFI mode
Now, once you are done setting this, plug in the windows USB Stick and boot up the machine with only the m.2 plugged in, it should see it and you should be able to install the windows, then once you reboot are sure it works, you can install all the drivers and whatnot you need.
Then once that is all done, you can move on the SSD RAID
hook up the SATA SSD Raid Drives, then go into the bios EZ configuration screen and press f11 to get the raid setup up. Pick SATA then pick next, and go through the steps to pick raid 0 or raid 5. Once you reboot the computer SHOULD boot from M.2 and all windows will see the sats raid drive as a drive to be initialized and partitioned in disk manager. it will take a bit to format, but once its done assign a drive letter and bam
M.2 OS Drive and SATA RAID on z170-ar .... took me literally four hours of trial and error and going nuts to figure this out.
I assure you it works though.
Also, just so you know, I am on the 1702 ASUS bios, the latest one.