I just bought the exact same NUC and got the following M2 which does not get detected either.
Samsung SSD 256GB PM991 M.2 2242 42mm PCIe 3.0 x4 NVMe MZALQ256HAJD MZ-ALQ2560 Solid State Drive
https://www.amazon.com/gp/product/B08K79T9G5/ref=ppx_yo_dt_b_asin_title_o00_s00?ie=UTF8&psc=1
Updated to the latest BIOS and it still won't show up in the BIOS.
I was wondering if you found a solution to your issue?
Thanks.
A 256GB PM991 can be purchased for $20 on Amazon. Another $29 for a Plugable enclosure gets you a miniature portable drive capable of 800MB/s read/write over USB. Not sure what the PM991 is rated for, but likely at least 300 TBW, or ~1200 full overwrites.
I paired this setup with Ventoy and now I have a USB drive I can write tons of ISOs to for installing operating systems and running live boot linux distros and I have room to spare for utilities, drivers, files, etc.