1) M.2 SSD as it's the fastest with lowest latency for Windows bootup etc.
2) *However, when you start the Windows install I recommend doing it this way:
a) have ONLY the M.2 SSD attached, then
b) when the appropriate Install page pops up you can ALLOCATE the amount of space you want for the Windows partition. I'd use roughly 200GB, then the remainder as a 2nd partition (will show up as E-drive likely)
c) once Windows is Installed and the other SSD there, install Samsung Magician and apply OP (Overprovisioning) to each SSD. I do a CUSTOM value of 5% if the SSD is 500GB or larger as 10% is overkill IMO.
d) Setup a tool like Acronis True Image to create automated backups of C-drive (Windows). I use these basic settings (confusing at first):
a) Incremental (Chain of one new plus 4 incrementals),
b) weekly,
c) 2nd highest compression level (top one takes way longer for just a small space savings)
d) auto delete older than ONE CHAIN (so I always have at least five backup points covering just over a month)
Other:
run MEMTEST86 prior to installing Windows to verify the CPU partially, motherboard partially, and the DDR4 memory... that's very important for any system, especially Threadripper.
*And don't forget some games or applications may have NUMA issues and need some cores disabled
4) Programs?
All programs should go on C-drive partition except if you have lots of games. The reason I don't just put lots of games (which you may not even have) on a big 2TB SSD is then the backup SIZE for an Image would be massive.
I have most games on an HDD, and some on a secondary SSD. I have Windows, and applications on my 250GB Windows SSD (roughly 200GB after OP etc and I end up about HALF the space used over time).