Dell Venue 11 Pro can't find hard drive

Hi folks,

I bought a 2nd hand Dell Venue 11 Pro recently. It came without the hard drive/ssd (M2) so I bought a 256GB M2 NVMe 2260 SanDisk A110 PCIe Gen2 x2 that fits inside. For some reason the tablet can't recognize it though. In BIOS it says "no disc" or something similar and the resultat is the same when I try to install Windows 10 from a USB stick.

Appreciate all the help I can get to solve this matter!