Precision 5820, Adding second SSD, U.2, Flex Bay

Hello,

I have a 5820 workstation with Windows 10 installed on a 1TB NVMe located in the top left bay. Yes, it is a Flex Bay configuration.
I want to add a second drive, U.2, to the top right bay, non RAID. The backplane is marked "U.2_P0" beside the connector. The SSD I want to add is: WD Ultrastar DC SN630 NVMe SSD 1920GB.

Here is what I have done:
- Updated to latest BIOS and Windows ntz
- Enable UEFI mode
- Checked that the cables are connected
- Intel Rapid Storage does not show NVMe drive, only SATA.

Workstation is turned OFF, I inserted the drive into the bay and pressed ON. U.2 drive bay lights up, both lights are solid green. Nothing happens. After 10 minutes still nothing happens. I remove the U.2 drive and start up the Workstation and Windows boots normaly. I insert the U.2 drive in a running Windows seesion and the drive still dont show up in Disk Management but both bay lights are solid green.

How can I see the U.2 drive in BIOS and how can I access the drive in Windows?
Do I need a VROC key to access the second bay?

Any help would be greatly appreciated!