After looking over the manual some more, I guess I have some theoretical answers to some of the questions in this thread. First, as to installing a 2280 M.2 in the first slot, I guess I'm doing it "correctly." Here's a zoomed in picture from the manual:
Since M.2 drive's don't naturally lie flat in their sockets, I guess I'm supposed to use one hand to hold the M.2 down, another hand to position the adhesive coated cover/heatsink onto it, another to use a screwdriver on the teeny-tiny screws. And throw a couple more hands in there just because it's persnickety.
Regarding the speed, both M.2 sockets can run at PCIe 4.0 x 4 speed, though the first socket is handled by the CPU and the second socket is handled by the chipset. Since this is an X570 chipset, both sockets will run at PCIe 4.0 speed. The Storage blurb in the manual:
and the Operating Mode blurb:
But, the problem is the x4 lane between the chipset and the cpu:
Right there in the middle of the diagram. So, yes, the second M.2 slot has x4 lanes dedicated from it to the chipset. But, anything it needs the CPU to do has to compete with whatever else wants to go across the x4 lane between the chipset and the cpu. Probably not a lot of traffic, but probably some effect. Also, that communication would have to go through 2 hops instead of the 1 one from the first M.2 slot.
As for my thinking about a multi-M.2 PCIe 4.0 expansion card, here's the manual's blurb about expansion slots:
Unless I limited my GPU to x8 mode, the 2nd PCIe slot is useless. That would put me into the 3rd PCIe x16 slot which is electrically x4 (which is fine for an M.2). But, it would be connected to the chipset, just like the 2nd M.2 socket on the motherboard. Plus, at x4, it could only hold one M.2 drive. So, there's no point in that.
Oh, well. Not happy answers. But, interesting ones.