Does Latitude 7350 support NVMe SSDs?

That is indeed strange, but I’ve seen many cases of accessories having incorrect/incomplete system compatibility listings. Sometimes they list systems that don’t work with the component, and much more often they don’t list systems that it WILL work with, especially systems that launched after that component. Anyway, if you buy somewhere that has a good return policy, I suppose you can always test.

As to your question about PCIe version and speed, all NVMe interfaces thus far have used PCIe 3.0 because that was around well before NVMe. The lane setup is a bit more complicated. The interface can either be 2 lanes, 4 lanes, or 4 lanes running in power saving mode. That last one gives basically the performance equivalent of 2 lanes, which limits performance to around 1.8 GB/s. The problem is that while most laptop specs indicate whether the system uses an x2 or x4 interface, they don’t indicate whether the x4 interface is set to power saving or max performance. For example, the XPS 13 9350 and 9360 use power saving, but the 9370 and 9380 switched to max performance — but you won’t find that described in their specs.