WOW, much basic, but not intuitive in the slightest.
Trying to install Win 10 Pro to M.2 drive. System/MB supports the OS, but noting the difference in steps whether the M.2 drive is seen in BIOS, boot is on UEFI/Legacy/Both, and the NVMe Firmware Source setting for SMC systems.
BIOS Optimized defaults
Non-UEFI USB Boot Media installation - selecting M.2 drive to install Win10 Pro
Stops here.
UEFI USB Boot Media installation - selecting M.2 drive to install Win10 Pro
Works.