You can delete all existing partitions on the M.2 drive once the Windows 10 installer starts up. You want to start out with an empty drive, the way it came from the factory.
The NVMe M.2 drive should be the only storage drive connected.
Guide to install Windows 10 on NVMe M.2 drive:
Have a small USB flash drive about 8GB. Format the drive.
Download the latest Windows 10 ISO file from Microsoft.
Go to Rufus
Rufus is a small application that creates bootable USB drives, which can then be used to install or run Microsoft Windows, Linux or DOS. In just a few minutes, and with very few clicks, Rufus can help you run a new Operating System on your computer...
rufus.ie
Run the program and load the Windows 10 ISO into Rufus program with your USB flash drive selected as device.
Go into the BIOS, under the boot tab there is an option for CSM. Make sure it is Disabled.
Click on the secure boot option below and make sure it is set to another OS, not Windows UEFI.
Click on key management and clear secure boot keys.
Insert a USB Flash Drive you made with the Rufus - bootable UEFI USB drive with Windows 10 Setup on it, USB3 is quicker but USB2 works too. A Windows DVD won’t work unless you’ve created your own UEFI Bootable DVD.
Save BIOS Changes and Exit. Reboot.
Windows 10 will now start installing to your NVME drive as it has its own NVME driver built in. No need to be looking for the NVMe drive as it is the only storage drive connected. You have option to delete existing partitions in beginning.
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.
Click on secure boot again but now set it to Windows UEFI mode.
Click on key management and install default secure boot keys
Press F10 to save and exit, Windows will finish the install. Once you have Windows up and running, shutdown the PC and reconnect your other SATA drives.
The Windows 10 ISO can be obtained the ISO file here:
https://www.microsoft.com/en-us/software-download/windows10
You will need a license key from Microsoft during the install.