What is the EXACT model of your HP unit including any applicable sub-model information? There should be sticker on the unit somewhere on the bottom OR under the battery in the battery compartment that has the exact model of your specific unit.
Yep, no M.2 support. And honestly, that's probably ok anyhow. Yes, the small footprint is nice for desktop systems or very small devices, but for a laptop, there isn't a lot of gains to performance from an M.2 drive anyhow, because the random read and write speeds are about on part with most SATA SSDs anyway. Sequential, much faster, but how often are you going to be transferring a 4GB file to another M.2 drive. Likely the answer is never, so you would never see those speeds anyway.
I'd just stick to something like the Crucial MX series, Samsung 850 or 860 EVO, SK Hynix Gold, Western digital blue, many of the Seagate SSD models or even some of the Intel or Sandisk higher end offerings. I'd pay close attention and look at reviews to avoid any of the budget DRAMless SSD models and I'd also recommend avoiding any SSD using QLC NAND as it doesn't have as good of longevity as models using TLC 3D NAND.