What are you going to be using this PC for? You can already barely see a difference in real world speed between a SATA and NVMe SSD in the majority of cases, I can't imagine the difference between CPU and PCH lanes doing anything more than maybe a slight bump in storage benchmarks.
very interesting conversation and OP question - something I am looking at right now
a lot of this depends on your MB and CPU and how the MB maps PCIE Lanes both CPU and PCH
My MB x299 has 2x M2 slots both on the MB these are both PCH - run through the DMI3 4mbs which means if I access both drives at the same time their bandwidth is cut in half - yes crystal mark goes from 3.5 GBs to about 1.5GBs on both NVME drives (I have performed this bench) so they are limited by the PCH PCIE BUS if accessed at the same time, how this affects real world performance is hard to work out but what it means is you will have 2x very fast NVME drives working at half speed so what was the point in buying them (500gb Samsung EVO Plus)
I have at my disposal 28 CPU lanes (CPU Limited) and 3x spare PCIE slots with the 4th taken up by the GPU x16, this MB is capable of running 3x GPU's 8x8x8x with 4 lanes to spare = 28
my intention is to add 2x more NVME M2 drives in raid 0 (I just want a single drive from 2)
Here is how I am going to connect my 4x M2 drives
1x in the MB M2 slot (PCH) at full speed
1x in each of the 3x spare PCIE (CPU 4x4x4) slots 2x of which will be 2tb NVME SSD's in raid 0 giving me a single 4TB drive at full speed and the 3rd will be my OS NVME drive, according to my initial look at the bios I can use 2x raid 0 using VROC without a key - it seems to be unlocked for this config
This configuration should in theory remove all bandwidth bottle necks on all NVME SSD's
This will not apply to all situations as some MB M2 slots are 1x PCH 1x CPU which would be a better configuration for me and probably everyone but it is what it is
So how you connect NVME drives depends on several things
Lane count CPU
PCIE architecture - PCH CPU Mother Board mounted M2's (how they are wired)
PCIE slots available