Hello,
i search for a solution for the problem, that NVMe will not book in ZBook 15 G1 and Folio 1040 G2 but found nothing. So here comes my solution (maybe someone need this in future):
The hardware can NVMe, but the BIOS not. Yes the 2020 update, too. Someone made not his job. So the solution is: secure boot off, install clover on a sd-card (or second HDD), let the BIOS boot von SD/HDD and clover will automatical book from NVMe.
But better buy a M.2 SATA SSD. Why? It make no problems and reach till 600MB/s. A NVMe in this notebooks reach 400-700MB/s (should 2300MB/s), so it makes no sense.