Further information: I've been poking about in the BIOS for the proper settings:
Boot configuration: Linux
Enabling the eMMC in Advanced, Devices & Peripherals
Really, I'd be happy if I could install to either the eMMC or the mSATA.
Perhaps I'll try putting the mSATA drive from my other NUC into the E3815, just to see if it detects. Will report back...
Jon_Lee, bear in mind that we always recommend customers to use straight connection, since adapters are not supported.
In addition to that please make sure the SSD is in the list of tested peripheral. Please check this URL: