I have been able to get the RAID array set up and running in Windows, which got great results.
But when I try and set it up in Linux (Ubuntu 16.04) it doesn't see the array or the drives.
Here's how to trick it - it's fairly similar to what I did with a Xeon E3 configuration too.
1) Go into BIOS, set it to RAID and redirect m.2 to SATA. Reboot and go back into BIOS.
2) In that same section you'll see a new tab that gets you into the IRST settings and will let you create the array.
I normally reboot one more time back into BIOS for good measure after this, may be overkill.
3) Go back, turn off the redirects. Leave it in RAID mode.
I did the next steps using Ubuntu 16.04 amd64 install ISO.
4) Boot to "Try Without Installing"
5) Connect to internet.
6) Open terminal, type in "sudo apt-get install mdadm" and press ENTER.
7) After it installs type in "sudo mdadm --assemble --scan" and press ENTER.
If you have done everything right the array assembles and everything looks good to continue the installation... and that's where I'm currently stuck.
I'm still running into issues with formatting after this so will update as I get past this point.
Current error is when it tries to make an EXT4 parition on it. Swap and EFI created just fine.
Here's what comes up in dmesg: