Greetings,
On boards that do not support NVMe natively, it is not always possible to add a NVMe device with an adapter card and use it as a boot device. Some add-on cards work and others don't. In some cases, the chipset on the card is not compatible with the MB chipset and BIOS rev being used. Since the hardware is not natively supported, manufacturers do not test or provide compatibility info for this hardware. Resource limitations might also keep this configuration from working. You can spent a lot of time trying different combinations, but in the end it might not work. I know your board is only coming up on 3 yrs old. I'm in the same boat, my Z97 doesn't support NVMe natively either. I suggest moving to a platform that supports your intended configuration.