Win 10 Pro install on NVME PCIE drive: My nightmare  

@Ghot thanks for the support.

Hitting F8 and choosing UEFI USB --> usual windows install startup then fail because no drive is found
Hitting F8 and choosing USB --> black screen.... nothing happen. Had to reboot.

My USB Windows install drive is supposed to be UEFI only and not BIOS+UEFI as per rufus tool setup.

Recall of the BIOS boot parameters

BOOT>CSM>Launch CSM Enabled
BOOT>CSM>Launch CSM>Boot Device Control UEFI and Legacy OPROM
BOOT>CSM>Launch CSM>Boot from Network DevicesIgnore
BOOT>CSM>Launch CSM>Boot from Storage Devices: UEFI only
BOOT>CSM>Launch CSM>Boot from Storage Devices: UEFI only
BOOT>CSM>Launch CSM>Boot from PCI-E/PCI ED: UEFI only
BOOT>Secure Boot>Secure Boot state: Setup
BOOT>Secure Boot>OS Type: Other OS
BOOT>Secure Boot>Key Management: Install Default SBK
BOOT>Secure Boot>Key Management: Clear SBKs

AddRAM said:

I set mine to Legacy & UEFI and could boot to either or back in my experimental days.

I would create the installer again using the MCT.

And when you did see the M.2 was it all unallocted space ?

The bios see my M2 drive, windows installer never succeed to.
The bios always see it as a storage device. Bootable or not depending on bios boot setting.
The M2 drive is brand new and unformatted.

Ghot said:

Here is the OP's motherboard Manual, unfortunately they left out a lot of the BIOS settings.

ROG STRIX Z490-I GAMING | ROG Strix | Gaming Motherboards｜ROG - Republic of Gamers｜ROG Global

Let's make a new USB stick

You could try to work around the problem of the USB flash drive disappearing, by using Ventoy in Memdisk Mode to boot into a normal WinPE ISO file. For that to work, you will need to let Ventoy format the flash drive such that Ventoy will then intall itself on it─before you can copy the bootable ISO file onto the flash drive.
memdisk . Ventoy
If you can boot into the WinPE like that, then you should be able to format your NVMe SSD as a GPT disk. After that, it should be possible to use Ventoy in normal mode, to boot into the Windows 10 Installation ISO─if you have copied this ISO file onto the same USB flash drive also.

Ghot said:

Option One, here... Create Bootable USB Flash Drive to Install Windows 10





Remember how easy it was to install Windows XP?

I' remember installing Windows 3.1 with a dozen of 3.5 floppy disks... things improved but the one click install is not yet existing.