I have a similar situation.
I modified the BIOS and flashed it using this guide Experimental Modded VMware-NVME Option ROM for AMIBIOS8 Core ( Legacy ) - #2 by eierhals.
NVMe appeared in the BIOS. But when installing Windows, the same error appears.
I checked this on several boards and with several SSDs (yes, I made BIOS modifications for each SSD before checking).
Whoever succeeded, please tell me about the details when installing Windows.