Dear god I think I know what went wrong. My M.2 SSD uses SATA 3 for it's data but the M.2 slot of the EVGA x99 classified motherboard uses PCI-e x4 for it's M.2. So even though they both fit in the same place... they're not compatible. Does that sound right to anyone else?
 
This is what I got:
 
This is what I think I need:
 
Confirm/Deny?

Oh my links didn't work. And also like said by bcavnaugh editing posts don't work right now either. Well I'll give you the names of the products I'm looking at you can google them they should appear right at the top.
 
What I got: Samsung 850 EVO - 500GB - M.2 SATA III Internal SSD
 
What I think I need: Samsung SM951 512GB NVMe MZVPV512HDGL-00000 M.2 80mm SSD

May here in this Post has the fix Brand new X99 FTW K - can't get M2 (Samsung 950 Pro) to work (solved!) 
Reading it now.

With CSM Disabled;
"Hey there - all solved now! I just removed the M2 from the slot and reinserted it again... this time I pushed it a bit deeper into this tiny slot (I guess I was too cautious the first time) and while BIOS still doesn't show anything, the drive is now showing up in windows setup :). CSM is also disabled as it should be for Win8/10.
 
You can give this a try.

What I got: Samsung 850 EVO - 500GB - M.2 SATA III Internal SSD

What I think I need: Samsung SM951 512GB NVMe MZVPV512HDGL-00000 M.2 80mm SSD

Yes. The X99 Classified is only PCIe M.2. The M.2 SATA will not work and you won't get the speeds as advertised from M.2 PCIe from SATA since its capped.

Try looking at a Samsung NVMe 960 PRO or 950 PRO. Just get a M.2 PCIe 3.0 adapter for installation in the PE lanes so you get the full max 3.0 speeds since the X99's M.2 interface is only PCIe 2.0.

As GTXJackBauer said - EVGA's X99 lineup only support PCIE versions of M.2 drives. It has been confirmed by EVGA techs that SATA III M.2 drives are NOT compatible using the built in M.2 slot. The manuals are vague and only mention PCIE M.2 drives, so that was a hint that they should have clarified.
 
As to the difference in speeds? If you are gaming and not running a huge IOPS intensive database server, then even a standard SATA III SSD will be as good as the fastest PCIE M.2 drive - https://hardforum.com/thr...e-comparisons.1911914/