Go to Advance --> Devices --> PCI tab --> M.2 slot select ENABLE and save.
Reboot and all should work ok
For some reason the above setting is added in BIOS 0033 but is not set to enabled.
I would appreciate your feedback, if TheWombat’s answer resolves the issue.
The answer was as exact as it gets.
Everything is working.
Thanks a lot for the swift reply.
Hi AndreiD and TheWombat,
I appreciate your valuable answers. I have sent your troubleshooting to our NUC developers, hopefully the next BIOS update will fix the issue.