The MSI C236M motherboard I bought earlier has a SATA Express port but no M.2 slot. SATA Express is a notoriously disappointing interface: after its introduction, hardly any manufacturers made SSDs for it, and motherboard makers stopped supporting it after only a short time.
Wanting to install an NVMe SSD, I happened to come across the ThinkPad T470p's M.2 tray (FRU 01HY319). In the T470p, this tray can convert a SATA Express connection to M.2, albeit at a reduced PCI-E x2 bandwidth. I thought I had finally found a savior that might rescue my poor SATA Express motherboard.
I bought one on Xianyu. When it arrived, I noticed the optional PCI-E clock contacts on its SATA Express connector, and my heart sank. I connected the SSD and tried it; sure enough, it did not work.
Here is the background: when SATA Express was designed, concerns about instability in the transmitted PCI-E clock signal led to that signal being omitted. Instead, PCI-SIG was pushed to add SRIS (Separate Refclk Independent SSC), allowing operation without that clock signal. ASUS once offered an adapter that restored the clock signal to clockless PCI-E connections supporting SRIS, but it can no longer be found on the market. Lenovo's tray does not use this clock-restoration method; instead, it uses SATA Express's optional clock contacts (see the definitions of contacts E7 and E8 on this page) to take the PCI-E clock signal directly from the motherboard. Naturally, the SATA Express connections exposed by desktop motherboards do not have those contacts, so this does not work.
So if any of you have a motherboard with SATA Express, I hope this serves as a warning: do not bother trying. It seems this route is a dead end... (forced smile)