You could be seeing two or perhaps three different issues here...
First of all, if you install a mSATA SSD alone first and then add a HDD subsequently, the NUC will fail to boot. Why? Because the HDD uses SATA Lane 0 (SATA0) and the mSATA SSD uses SATA Lane 1 (SATA1) and the NUC will default to booting from SATA0 ahead of SATA1. To address this, you need to go into BIOS Setup (Visual BIOS) and change the boot order so that the SSD is before (above) the HDD. Once this is done, you should be ok.
Secondly, when you have a SSD and subsequently add a new (i.e. never before used) HDD, this HDD needs to be initialized within Windows before it will appear. To do so, you need to run the Disk Management applet and go through the initialization process. You can start the Disk Management applet from the Computer Management application, but I find it easier to enter command "diskmgmt.msc". If you have a new HDD that needs initialization, the Disk Management applet will automatically start the process. After completing the initialization process, the applet will then walk you through the processor of creating a partition on this HDD and then formatting it.
Finally, there is the issue of the marginal SATA daughter cards, which caused HDDs to not appear to be present or to disappear during operation. These marginal SATA daughter cards only shipped with very early (first production run) D54250WYKH NUCs. Subsequent releases had the replacement card already included. Thus, the chances of your NUCs having the marginal SATA daughter cards are low but not impossible. If you think that there is the possibility of any of these cards being present in your D54250WYKH NUCs, you need to contact Intel Customer Support directly. They can walk you through the process of verifying (via the daughter card's part number, which I don't have unfortunately) whether or not you actually have any of the marginal cards. If you do, you can make arrangement with them for the replacement cards to be shipped to you. Here are links that will provide you with (hopefully local) numbers for Intel Customer Support:
Hope this helps,