None of the Intel chipsets have capability to support SATA port multipliers, I have even checked with the engineering department and confirmed that Intel does not support SATA port multiplier.
Thank you very much for the reply Amy. It's not the answer that I wanted but getting no answer or some uninformed guess in not helpful so your time in getting me such a prompt and definitive answer is much appreciated.
Looks like I need a plan B but don't worry, that will certainly still be based on Intel technology. I have a few backup plans - wait for mini-SPX/5x5 stuff to roll out, wait and see what Skull Canyon might bring, or go for a mini-ITX or possibly thin-ITX build. At least now I know that an existing NUC can't support the drive configuration that I want which, in all fairness, is a pretty unusual requirement so no big surprise that it isn't supported.