Did anyone ever figure this out? looks like i have the same problem.
GS clarified that NVMe isn't actually supported. I didn't understand but it turns out the formfactor supports many different types of drives. Also the M-Key vs B-Key are so close you can inadvertently install the drive upside down, and it sorta fits.
I ended up getting a B+M Key 2280 SATA only drive, and the device worked fine (be sure to install it the correct way!).