Thank you for contacting the Intel community.
According with the information at the following link, the ability to configure a headless platform remotely without the need for local user-consent has been added.
This is for the Intel AMT Release 9.0
I hope this can help.
The above document states that you first need to activate AMT features, ability to access over network and change the default administrator password locally (item 4.2). That's why I asked this question here.
First, we would like to apologize for the delay on our response.
In this case, if there is no VGA or DVI installed on the system, like this NUC5i5MYHE and no monitor is connected to Display Port, AMT sees the graphics port as closed and, therefore, you will not be able to see a display over AMT.
There is a work-around for this but needs to be purchased and connected to the display port. You can order the part here:
(An equivalent for HDMI just FYI: https://www.amazon.com/CompuLab-fit-Headless-Display-Emulator/dp/B00FLZXGJ6)
Plug the device above or DP monitor, connect the power supply, connect NUC to the network with DHCP and AMT should be ready for configuration without mouse and keyboard.
Thank you for your comprehensive answer!