In addition to @Servant of Cats' excellent insight to the M.2 SSD issue, they left out another very critical item.....the SSD adapter you are using. The only SSD adapter which seems to work consistently & reliably is from Sintech....any other brands usually tend to have issues.
Even with a Sintech SSD Adapter, a particular SSD may still have issues because not all SSDs are compatible with all devices. SSDs tend to be very finicky. You are definitely trying a configuration that is completely unsupported by all the vendors involved. The only vendor to provide a drop in replacement SSD for this Mac is OWC which @John Galt correctly suggested....OWC is the only vendor which will help you if there are any issues.
One other point that @Servant of Cats overlooked is that you must be booting into macOS 10.13+ to even have macOS even see a third party internal NVMe SSD (M.2 or an OWC SSD)....even if the laptop's system firmware has been updated as @Servant of Cats correctly mentioned.
I mean no disrespect to @Servant of Cats since this is a very complicated situation which is very hard to explain completely & accurately. I think they did a great job, but just happened to miss a few critical points. I also have had trouble writing similar posts in the past since it is so easy to overlook a critical point while trying to make things understandable to someone without the background on the issues involved.