Even so, only the drive with the installation media (USB, DVD, etc.) and the target drive (In THIS case, the NVME PCI drive) should be attached to the motherboard until after the Windows installation is complete. Otherwise, Windows will OFTEN mistakenly install the EFI or boot partitions on the HDD rather than on the same drive as the C: partition where it belongs. Probably, that wouldn't case your current issue, but it might be AN issue. I'd disconnect the HDD and see if the system will still boot into Windows. If it WILL, then it is ok. If it WILL NOT, then you need to delete all the partitions on all the drives, that relate to the OS (EFI, Boot, Windows, Recovery) and start over, or at least find the hidden partitions on the HDD and delete those partitions, and then disconnect the HDD and do a CLEAN install over again on the M.2 SSD.
Windows doesn't work optimally at all, with it's partitions scattered around.
WHERE are the "really loud sounds" coming from? If you don't know, you need to find out. It's not normal, it's not acceptable, and it's probably relevant.