Since the problem apparently persists accross two systems , exhibiting same sympthoms and both sharing the same PSU, RAM and CPU. It narrows it down a little.
PSU self test predictably would be the first step down the road, do it with all cables on the secondary side disconnected.
If it passes, the second step would be to make sure you have effective ground on the grounding pin, don't have both grounded and ungrounded appliances on the same circuit, and last but not least don't use extension cords with dummy ground ( meaning the hole's there but there's only two wires connected in the socket instead of 3). Missing ground can be source of lot of interference and parasitic currents. If you are not sure about how to go about this part, i'd suggest calling an electrician.
Now i do understand this can be an expensive affair, so there are few other things you may want to try first.
Since any RAM of the kit will work and test OK on its own, i'm keen to believe there's nothing worng wrong with the kit. Combined with the M.2 issues i would try following
Your motherboard has probing points just above DDR4 sockets, which you can use to measure voltages. It looks like two tiny rows of golden dots. It is detailed on page 26 in the motherboard manual. Install one stick and take measurement of VDDR voltage on probing point with multimeter , you should get 1.2V. power down system install second stick power on the system with 2 sticks and take another reading, the voltage should remain the same. Repeat the process measuring till you have all 4 sticks installed. XMP should be disabled in the course of this process.
In regard to M2 disk, you have 3 slots you can install it in. Top and bottom slots connect are wired to southbridge (chipset) one in the middle connects to CPU. Swap it to a different slot
If you had it connected to one of the SB M2 slots, connect it to CPU M2 slot and vice versa.
Now there's an off chance your CPU looks like this
It can happen when incorrect pressure is applied in installation or if you accidentially drop the CPU. Inspect both CPU with a ruler and while you're at it you just well may inspect socket with magnifying glass for bent pins. Memory controller is part of CPU itself.