The only thing that doesn't make sense to me in this is how come a Parted Magic software from 2016 can see (and use) the drive, while others can't.What you want is Live CD/USB but hold off on that for a moment.
If you have already went into the BIOS and selected AHCI and Linux doesn't see your nvme than the only other thing you could try is to disable "Sata Operation" and see if you can install Linux.
An Arch user was able to solve the problem by disabeling the Sata Operation.
I recommend installing Linux Mint 20.
Linux Mint is an elegant, easy to use, up to date and comfortable GNU/Linux desktop distribution.linuxmint.com
When I installed Linux Mint 19.3 it saw my brand new nvme M.2 drive-
So the only one that sees is 2016, and that also only see it with SATA on. I can double check that.