I've recently done a build with that motherboard, and too almost bent the NVMe drive whilst installing it. There's a pre-installed standoff that you need to remove if your drive is longer, the heatsink goes with the thermal pad not covering the socket, otherwise it rests on a funny angle, and you'll need to make sure both standoffs for the heatsink are correctly installed and that you're using the long screws with a small amount of thread on them.
Hope that all makes sense.