I recommend you to update the BIOS with F7 or recovery method. It is better to use 1 memory stick, remove M.2 and 2.5” drives. Update it to version 0033. Then, get into the BIOS and enable M.2 at BIOS>Avanced>Devices>PCI
Spoke to Intel Support, went through a few things to no avail, and took the advice to return to the supply for a new one.
No advice is turn off sleep.
Interesting it also took a few goes, like the previous NUC6 I had, to get the 2nd ssd recognised. Had to pull out and push back in the 2nd SSD and reboot a few times before it's recognised.
Sleep mode configuration with Windows® 10. If you want to wake the system from sleep mode using keyboard or mouse; go to BIOS>Power>Secondary Power Settings and enable “Wake on USB from S5”
Let me try to help you with the issue with SSDs. First, let me know what you have on each SSD. Do you have an OS image on both drives?
Go to Boot>Boot Priority. Check if UEFI and Legacy boot priority option are enable.
Please send me a picture, how both SSDs are recognized by BIOS (Boot>Boot Priority) and Devices>SATA Also the current BIOS version of the NUC.