Let's try to change something, as the usb stick creates problems. For now, leave the USB stick. Try formatting the nvme disk again. Then it creates a windows usb by downloading its image from here. Then see if the usb you created is detected by the bios. Also in the bios, establish that the usb is the first boot disk. Restart the pc and install windows. Restart the PC and go back into the bios and set the nvme disk as the first boot disk. Restart the system, windows should start. Use the product key code of windows of the usb stick.
Let me know if it resolves or not, we'll try to invent something else.