M2A_CPU slot connects directly to CPU and usually is the "fastest". While M2B_SB, M2C_SB and M2D_SB slots are connected to MoBo chipset and may be a bit slower.
There are additional restrictions for some slots, e.g M2B_SB. Further reading from the holy bible of PCs (aka MoBo manual), pages 31 and 32.
Since you have Ryzen 5000-series CPU, you can use all your M.2 slots as PCI-E 4.0 speeds. However, 970 Pro does not support PCI-E 4.0, only PCI-E 3.0 speeds.
As i said above, M2A_CPU slot connects directly to CPU and usually, is faster than those slots that connect to MoBo chipset. But in real life usage, i doubt you could make a difference between M2A_CPU and M2B/C/D_SB slots.
For example, i have two M.2 NVMe SSDs, 960 Evo (500GB) in the slot that connects directly to CPU and 970 Evo Plus (2TB) in the slot that connects to MoBo chipset. But i can see clear speed increase difference in 970 Evo Plus, since it is just that much faster drive, than 960 Evo, despite it being in the "chipset slot".