What was the highest version of macOS ever installed on this laptop? When using an NVMe SSD in this laptop you must already at some point in the past have installed macOS 10.13+ so that the laptop's system firmware has been updated to work with an NVMe internal SSD. Also, you can only use macOS 10.13+ on this NVMe internal SSD since older versions of macOS don't have the necessary NVMe driver.
FYI, booting into Internet Recovery Mode even using Command + Option + R may still result in only being able to boot the online macOS installer for the OS which originally shipped with the laptop from the factory, which for a 2015 laptop is macOS 10.10 or 10.11 which is too old to work with an NVMe internal SSD. You may need to reinstall the original Apple OEM SSD so you can create a bootable macOS 10.13+ USB installer using the instructions in this Apple article:
Create a bootable installer for macOS - Apple Support
FYI, if you have never installed macOS 11.x Monterey before while using the original Apple SSD, then you may want to do so now since the Monterey installer is known to fail when attempting to update the system firmware while a third party internal SSD is installed. Once the Monterey installer updates the system firmware, then any SSD can be installed internally and have macOS 11.x Monterey install work.
What SSD adapter are you using to convert the Apple SSD connector to an M.2 connector? From reading these forums for years, the Sintech SSD Adapter appears to be the most compatible & reliable.