I'm having similar issues.
I've got an NVMe M.2 connected to an Occulink . I've been able to partition the drive through Occulink using gparted on a live CD. I can also partition using Ubuntu Server Install on a USB Stick. I can install Ubuntu Server through Occulink via USB. However, I cannot boot. When using UEFI Shell, I can see the devices CTRL # in the UEFI Shell. The Verbose report shows it under CTRL 25C. But alas the BIOS won't set it at as a boot device. I think I know why...
The unique thing in the verbose reports under UEFI Shell is the MEDIA TYPE. While my SSD shows as a hard disk, the M.2 drive on occulink shows as "unknown"
I would like to somehow force the BIOS (possibly within the shell to see this drive as an actual Hard Disk so that it can register it as a boot device. There must be a way within the Shell to to force it to recognize the drive as a "Hard Disk." The M.2 Hard Drive is a KIOXIA SSD 2TB KXG60PNV2T04 XG6-P NVMe
In the first attached file (20240421_173125.jpg), you can see that Ubuntu Server 22.04 recognizes the KIOXIA NVMe on the Oculink Port NVMe_P0 on motherboard H11DSi-NT Rev 2.00. On this photo, the operating system happens to be installed already.
The second (20240421_173727.jpg) and third (20240421_173826.jpg) attachment shows the boot options in BIOS. As you can see, the motherboard does not recognize the NVMe on Oculink Port NVMe_P0. It only sees my Crucial SSD on Sata Port.
The final fourth (20240421_174414.jpg), fifth (20240421_180407.jpg) and sixth (20240421_183738.jpg) attachments digs a little deeper into the BIOS UEFI shell list of devices. The device CTRL is 25C. Dev tree shows the paritions under device CTRL 25C. All Partition CTRLS 25D, 25E, and 25F show up as "Hard Disk." However, Device CTRL 25C shows up as "Unknown.". I"m wondering if this is the reason why the BIOS is not recognizing the device in boot options?