I just signed up as I had the same problem today with the same MB and OS and found your unanswered question here. I cant for sure say what it was but I did get it resolved. It was something to do with the way the windows 10 install was copied to the memory stick.
Today I used DD under Linux to copy an iso to the USB to save the microsoft tool downloading the whole OS again. This USB booted, and got as far as selecting the destination, but windows said a driver disk was necessary and could not see the nvme, even though it was there in the bios.
Eventually i found the same physical USB that I used last time, and this one appeared to boot the same, but could see the nvme.
What I think happened, is the last USB was made through a different process, and I have a hunch that the USB that didnt work booted without UEFI and thus couldnt see the boot device. The working one I think was made with the windows media creation tool, or perhaps rufus with different boot settings and that was ok. Suspect did boot through UEFI. So rather than looking for drivers or settings, try making your win 10 USB again with a different method.
