Noigel
Update from my findings (still not solved, but much closer):
 
Clean system all new, just using bar minimal equipment just to get it up and running and slowly do updates/ etc. before I add all the water blocks/SLI/ etc.
 
System has the following:
 
MB = Z97 Classified (BIOS 2.02)
CPU = Intel i7 4790K
Memory = 4x4Gb Corsair DDR3 Dominator Platinum 2133mhz
PS = Corsair 1200i
GPU = GTX 780 (6Gb)
Using very buttom PCIe slot... PCIe_X8_6 slot (Marked as PCIe_X8_5 on MB though, but manual and BIOS claims its PCIe #6)= Addonics ADM2PK4 PCIe adapter for M.2 (which is a Samsung SM951 M.2 128Gb PCI-Express 3.0 Internal SSD)
 
Step 1:
Enter BIOS and go to "Boot" tab and change "Boot mode select" from "Legacy" to "UEFI"
Step 2 (from same window):
Click "CSM Configuration" and from that page change all options to "UEFI" settings
Step 3:
Save and Exit BIOS
Step 4:
Plug Windows 10 USB into any available USB 2.0 slot
Step 5:
After few windows general screen you will come to the window "Windows Setup" screen... Here I had to "Delete" "Drive 0 Partition 4" (even though it was brand new... whatever), then I was able to Click "New" and Windows automatically created 4 partitions = 1) Drive 0 Partition 1: Recovery (450.0MB) 2) Drive 0 Partition 2: System (95.0MB) 3) Drive 0 Partition 3: MSR (Reserved) (16.0MB) 4) Drive 0 Partition 4: Primary (118.7GB) ... with "Primary" highlighted click "Next in lower right screen for Windows 10 to start installing.
Step 6:
TBD.... see below where the problem occurs
 
Windows 10 initial install happens flawless... until it comes to its first "restart", then things get goofy:
1) Upon first "restart" Windows will start all over from "Step 5"
2) If USB (Containing Windows 10 Software) is removed and PC is restarted... PC will automatically boot into BIOS (without hitting delete key...just goes there automatically)
 
So that is where I am at and awaiting Product Manager to contact me back.  I will surly update this as soon as I get it working.
 
Its close!!! but something is missing.
 
I did notice in the BIOS under "Boot" and also under "Boot Override" I did not see anything referencing a Samsung, or Drive, or PCI-e Addonics or anything of that nature.  
 
If you have any suggestions... I'm all ears.  I dont know a lot about htis stuff but wanted to share what I know
 
Stay Tuned.
 
 
 
 

ShockedQuartz
I was just about to order one of the 950pro M2 cards and a PCIe card for my Z97 CLASSIFIED..... Glad I read this thread first, does anyone have any response from EVGA about a bios update to add boot support for these devices. I am beginning to regret not getting the Z97 deluxe from ASUS right now. With all the available PCIe lanes on the Classified board it would sure be a waste not to be able to boot from the card.....

I got the sm 951 since July
after several they try on my x79 to get up and running I bought the Z97 classy .
Unfortunately it does not boot up there too.
For months I try it to create functioning roms so I get to run it .

Yes, I know how annoying that you so buys an expensive board and it does not work