Alpha R2, does not see the M.2 sata drive

I'm trying to replace bad drive which is M.2 PCIe.

Plugged in two different M.2 SATA drives, but non of them is detected by bios. Both drives are pulled from working machines. I checked these ssd's after that and they work well in other computers.

The unit was refirbished. The bios version is 2.0.10.

The one ssd is lite-on cv3-8d128

The second one is hp branded ssdsckkf180h6h

I also have Sundisk x400 m.2 sata drive, but haven't checked it yet. 

I couldn't find any info concerning m.2 sata drives compatibility or any limitations in use of drives of certain manufactures.

I'm not sure if this is important but the only strange thing I notice is that the screw that fixes the drive has a small head and differs from the standard screws usually used (fixes the drive but does not touch the copper ring). Is that standard part used by Dell?

Could you tell me is there any limitations in using of certain drives? If there is non, then what should I do to get the any of listed drives to get detected?