I see you have a nice 960 Pro M.2.  I'd advise on going with a PCIe 3.0 adapter for the PE lanes, otherwise you're capping it at PCIe 2.0 within the interface.
 
Here are the steps I took to setup my XP941 (PCIe 2.0) SSD.
 
- Enable M.2 socket3 (You won't have to if you're going with the PCIe lanes.)
- Enable BIOS in UEFI
- Save and Reboot
- Make sure your M.2 SSD drive is at top of the boot order.
- Should be good to go.

i don't use the m.2 slot on my motherboard, because i found the speed of my 950vnand was really low, this is what i us for my 950vnand https://www.overclockers.co.uk/asus-hyper-m.2-x4-pci-e-mini-adapter-card-black-pcb-hd-032-as.html it just slots in to a PCI-e slot(don't put it in x16 slot), you can pick them up cheaper, think i paid around the £10 mark, avoid the cheap cheap generic ones that are on ebay.
 
I will say that when the 950vnand had been run for a few months and i moved it back to the M.2 slot on the mobo the speeds were greatly increased from what they were before, i would say that all components need time to be bedded in, give it time and all will be well, remember to optimize the drive now and again or set up a schedule for it to be optimized.
 
http://www.samsung.com/semiconductor/minisite/ssd/download/tools.html near bottom of page is the driver you'll also get magician so you can setup the "over provision" and that'll also speed things up greatly, in their, try not use the microsoft one that is nae doubt installed atm,
 
remember to select thing as the boot drive :D + don't hold me on it but have you set all you devices to UEFI and not legacy in the Bios, on my asus mobo i found the the settings in CSM also in secure boot section you want to set that to "other OS"(not windows) and set enhanced mode.
 
you might have to hunt in the bios as yours maybe called something differnent, but you should spot it easy enough,
 
 
 
 
 
 
 
 

arestavo
No, you don't need the m.2 drive to be in a PCIE adapter for it to boot.
 
The only reason to use a PCIE adapter is to get the full PCIE 3.0 speeds - which makes zero difference in game loading and windows boot times: http://forums.evga.com/EVGA-X99-Classified-NVMERAM-DriveRAIDSATA-III-SSD-Game-Load-Times-m2556132.aspx
 
Remove all other drives from the computer and try again. If booting from your cloned m.2 drive still doesn't work, then try installing Windows from scratch (you'll need windows 8 or 10 to have the NVME driver, or you'll need to download it and put it on a disc to load it during the windows install).
 
If that fails to work, then I'd guess that your board has an issue, and I'd call up EVGA and see about an RMA: http://www.evga.com/about/contactus/

yea that the answer RMA, do you hear what  your saying let the @op sort it, afore going on about RMA, this is not hardware related... it's Bios setup up problem
 
or as you say he might be using OS less than 8 or 10 BUT if the OS installed on to the 960 then it sees it then it's a booting issue bios settings needs changing see post 3 and 4
 
but maybe it's a 960vnand problem and maybe the @op should RMA that first would that be more of an idea....?
 
or maybe he should just RMA the lot and be done with it?
 
CSM and change everything to UEFI, or if your not happy changing every/any thing just change the storage to UEFI first option
 
and if you have another install on another boot drive that is attached make sure sure you running the right windows boot manager
 
i'm not slating anyone off but when i got my x99 board i got so frustrated with it that i booted a hole in the perspex side, but when i did a bit of research i released it was me that was the problem, because the bios not being setup correctly. i even thought of RMA option but now I sorted myself I felt kinda chuffed, and proud to say "this is my board" they don't call it a "enthusiast" board for nothing,  
 
 @op if you feel in yourself, that you have given yourself enough time to sort it out, try phoning support or dropping them a email to see what your options are, but do it out of frustration do a bit out research plenty online google is your friend :)
 
THEY DON'T CALL IT A "ENTHUSIAST" BOARD BECAUSE IT'S PLUG AND PLAY, if you wanted one of then maybe you should have gone for a "consumer" board.. respectfully :D