Thx, but I finally worked it out...Whootwhoot...
so, SATA-Mode = RAID, CSM disabled (all "legacy" options disappear).
Boot with UEFI-USB-Stick, and in Windows Setup:
Load Intel RST 14.7 x64 RAID Drivers via USB-Stick. Finally NVMe SSD appears, and your are able to
install to it.
I don't think it will work for people, who don't want to re-install Windows.
So, I don't think there is any SW out there, which can clone an old
install of windows on a NVMe SSD in GPT and with creating the necessary UEFI Boot-Code.
Having these settings set in BIOS/UEFI, I could then build my HDD-RAID Volume using
the section "Intel RAPID STORAGE RAID" which only appears, when having OS-Type set to Windows8/10 and
CSM disabled.
Many things i learned, coming from an "easy" Z77X Board...
will have a beer now, cheers and best regards