Good job with the upgrade and the backup, Paolo Solari!
Can you share some more details about your system, though? More specifically the motherboard.
The best case scenario would be if it incorporates two SATA controllers so that you'd have your SSD set to AHCI SATA mode as it is now most probably, and connect the HDDs to the other SATA controller (Whichever enables you to configure RAID). You can check a couple of more solutions/recommendations about the setup
here and
here.
When you are configuring RAID with the two HDDs, you'd need to reformat both of them. This basically will erase all the data you already have stored on the
(previously secondary) HDD. Once the RAID setup is configured, you'd be able to transfer back the data from your external drive. However, always make sure you have a backup of it on the external and/or somewhere else. This is the best way to avoid any potential data loss. RAID 0 tends to be risky due to the lack of redundancy. I believe all your questions could be answered from the threads I shared.
Keep me posted if you have more questions!
SuperSoph_WD