I finally managed to solve this one myself.
For the benefit of anyone who encounters the same issue I am pasting a reply below this paragraph which I sent to ASUS Support with the answer to this puzzle.
Gentlemen & ladies,
I am happy to report that my analysis was correct the P11C-x board requires M.2 B+M Key SATA drives to perform as advertised. In short, I learned that NVME drives are technically incapable of performing as SATA drives. Thus, the board will only support one NVME drive in M.2 slot one running in PCIe mode. As advertised, it does also support M.2 SATA drives and will run in SATA mode when an M.2 SATA drive is installed. M.2 slot 2 will only recognize an M.2 B+M Key drive.
After installing the Samsung 860 EVO M.2 SATA drives in both slots, the BIOS immediately recognized them and assigned them to SATA connectors 5 & 6 (the grey slots) even though slot 4 remains empty.
In short order I configured them in a RAID 1 array. Thus, I now have what I wanted, two 1 terabyte RAID 1 arrays. The 1st one being comprised of two 2.5 inch Samsung SSD’s in slots 1 & 2. Slot 3 has a DVD/CD r/w drive connected to it.
Powered by a Coffee Lake 3.5 GHz Xeon processor, it is now a pretty darn nice little Windows 2016 server.
I still have a few apps I need to finish configuring, but within a few days I’ll have it in production; and I can already see from some testing that it has a lot of punch for what it is.
I hope other users of this board will be able to access this info as it would save them the many hours of research, not to mention trial & error & expense that I had to endure.
In any case, I appreciate your attempts to assist me.