Just a few more thoughts....
Since you have another drive (SSD) with Windows which is booting, do you see EFI partition created by Windows 10 installer on NVMe drive, when booted from that other SSD? There are DISKPART commands to mount EFI partition.
What if you create an EFI partition on NVMe drive (there are DISKPART Commands for that) mount it and push https://github.com/pbatard/UEFI-Shell/releases shellx64.efi renamed as bootx64.efi at \EFI\Boot\ folder? Will UEFI fallback to this shell efi and boot to shell prompt?
Since you have another drive (SSD) with Windows which is booting, do you see EFI partition created by Windows 10 installer on NVMe drive, when booted from that other SSD? There are DISKPART commands to mount EFI partition.
What if you create an EFI partition on NVMe drive (there are DISKPART Commands for that) mount it and push https://github.com/pbatard/UEFI-Shell/releases shellx64.efi renamed as bootx64.efi at \EFI\Boot\ folder? Will UEFI fallback to this shell efi and boot to shell prompt?