I was having the hardest time getting my second U.2 port (the one next to the SATA ports) to work and any combination of bios settings had no effect.
 
As it turns out I purchased three cables and only one works on that port.  I don't think I can post links but the listing amazon was this one: CY U.2 U2 Kit SFF-8639 NVME PCIe SSD Adapter & Cable for Mainboard Intel SSD 750 p3600 p3700 M.2 SFF-8643 (chenyang company/seller)
 
It is a bit absurd to me and maybe this is why these ports are very under utilized due to cabling problems.  I just wanted to post this up here in case anyone else is trying anything and everything with no success that a new cable may resolve the problem and you won't have to RMA your board.

EVGATech_JoseR
Hi DEJ915 and welcome to the EVGA forums!
 
Are all three cables from the same source? I have talked to very few people testing U.2 drives on our boards but have not heard anyone else report this problem. Thanks for the heads up. 

Thanks, each one was a different brand.  I'd originally had one cable matters brand cable and just this week bought the CY chenyang and a cablecreation one and only the CY chenyang works.  It is definitely very odd as they all work on the first port which is why I figured someone else may pull their hair out at some point too lol!  (these names are the brand/cable name on amazon)

They are all SFF-8643 to SFF-8639 cables and they all work with one of the ports but not the other which why I was like there is no way it is the cable.  If the ports are the same (supposed to be CPU PCIE lanes) then they should work the same way on both lol.
 
Works:  amazon.com/gp/product/B01LYUF8L8/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
Does not work:  amazon.com/gp/product/B0716K357W/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
Does not work:  amazon.com/gp/product/B07NVCQ6ZW/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1
 
The one cable also came with an M.2 to U.2 adapter board and all the cables work on that too so the second port on the dark is just weird.  I was about to curb stomp this motherboard to be honest lol, I blew up an old rampage II board the other week as well so I have not been having a good time with them lately haha.
 
Anyway I hope this info can help someone out before they spend a few months trying everything to no avail.

So I actually found out that Intel sells the Amphenol U.2 SFF cables on their web store for $9.50 much cheaper than other sellers even the ones from China on Amazon.
 
https://click.intel.com/desktop-system-parts.html
https://click.intel.com/sff-pcle-ssd-cable.html
 
There is even an M.2 to U.2 cable which bypasses the adapter and is much thinner so you can use it with M.2 slots that are covered by GPUs.
https://click.intel.com/u-2-to-m-2-ssd-cable-replacement-u-2-to-m-2-cable-for-pcie-nvme-supporting-intel-solid-state-drives.html

Cool GTX

DEJ915
So I actually found out that Intel sells the Amphenol U.2 SFF cables on their web store for $9.50 much cheaper than other sellers even the ones from China on Amazon.
 
https://click.intel.com/desktop-system-parts.html
https://click.intel.com/sff-pcle-ssd-cable.html
 
There is even an M.2 to U.2 cable which bypasses the adapter and is much thinner so you can use it with M.2 slots that are covered by GPUs.
https://click.intel.com/u-2-to-m-2-ssd-cable-replacement-u-2-to-m-2-cable-for-pcie-nvme-supporting-intel-solid-state-drives.html

You got these to work on Both ports ?

I actually was going to test and verify all tonight but my 9900X seems to have died and the 2nd port doesn't work with my spare 7740X so until I get my replacement I cannot say 100% for sure.  But my old amphenol cable I bought off ebay works fine and works on my MEG Creation board too which ONLY works with that cable and also only sees drives after a warm reset so that board is garbage.
 
The M.2 to U.2 board/cables work on my OCF with my 7740X though and can use both at once since it uses PCH for both drives which is not the best for performance I guess but if you are just using one at a time you get maximum speeds at least lol.

Cool GTX
Dang, Sorry you lost a 9900X
 
Was it de-lidded or had a Big OC ?
 
I'm going to guess you already reset the BIOS or switched to a second BIOS & if that failed, you Re-seated the CPU & checked for Bent pins in MB ?

Unfortunately does not work in dark or ocf boards and 7740X works in both.  Trying to get Intel to replace it now since I was using at stock speeds until I got my new system built lol.  Didn't even have a chance at that, died when I was going to assemble.