I know this is an old thread but I thought I would chime in considering I have a Gigabyte Z170X Gaming 7 mobo + a Samsung 950 PRO NMVe drive. Now running the latest (so called stable) Mobo BIOS F21.
When I first built my computer back mid-2016 I went around in circles getting the drive to appear in the NVMe Drive list, which is one of the bottom menu options in the peripheral tab of the bios. The only way I could get the drive to appear in that list was if I had CSM set to ENABLED, which is so contradictory to the norm that it is still doing my head in to this day.
Anyway, with CSM set to ENABLED, I installed Windows 10 PRO, ensuring the 950PRO drive was formatted as GPT partition table. Everything booted super quickly.... So then I went into the BIOS again and set CSM to DISABLED, saved and rebooted to the BIOS again and the NVMe drive list was empty. However, Windows 10 is still able to boot but a few noticeable seconds slower.
A year has passed and I've decided to freshly re-install Windows 10 just for kicks. Before I kicked off the install I went into my BIOS. The NVMe list still says NO DRIVES DETECTED, but a full re-install of Windows 10 works without any hassle, GPT and all. The boot times are still faster with CSM ENABLED which still screws with my head.
So all said and done, although everything works, I just wish there was an explanation as to why the NVMe drives don't appear in the NVMe drive list when CSM is DISABLED. It truly pains me!