Let’s take a step back. You were able to make a bootable thumb drive OK? You booted the thumb drive OK?
From the booted thumb drive, you are trying to do what exactly?
If it is an option, I would drop into a shell and check the system log and/or see what is in /dev. Traditional drives (including probably the thumb drive) will show up with names starting with ‘sd’ but NVMe drives will show up with names starting with ‘nvme’ in my experience.
What does “not recognized” mean? Not recognized by the BIOS? By the installer? (Which BIOS do you have?) What are you doing to see whether it is “recognized”?
For fault isolation you might try a bootable Ubuntu thumb drive. I was using Ubuntu 19.04 in case it matters. If the drive is recognised with Ubuntu at least you know the drive is seated properly.
Another fault isolation option is to put the M.2 NVMe drive in an external enclosure (I would expect USB interface). I assume you don’t have such an enclosure but they are not particularly expensive and are handy for testing. If it works in the enclosure at least you know the drive is not faulty. (The only weirdness that I encountered is that on a fairly old computer that I was testing with, the enclosure would not work when plugged in to a USB 3.0 port but would work when plugged in to a USB 2.0 port, albeit 10 times more slowly, but that was fine because I just wanted to put a small amount of stuff on the drive for testing purposes.)