Today I went back to the store. The manager is a cool guy and was very helpful indeed! He checked Lenovo's specs database online and told me that in the 2242 slot of this laptop you can only put NVMe SSDs. He kindly exchanged the SATA III that I purchased, for the same model but NVMe version and all went fine when I installed it. I set it for MBR partition and NTFS format. Now it's working like a charm: sustained 600 MB/s writing files!
There is absolutely no need to fumble around with any setting in the laptop's BIOS. The SSD will be recognized right away, SO DON'T MESS WITH IT. Just be