After a lot og digging and trial and error i finally figured it out.
It turns out that the default in UEFI settings is to enable ErP in S5 state.
To enable WOL and similar wake features one needs to disable ErP.
Doing so reveals some new settings that is otherwise hidden which allows you to enable Power on by PCI-E.
Furthermore in Windows 10 i also had to disable FAS start-up which you can find under Control Panel >> Power Options >> Choose what the power buttons do (on the left)
After that all you need is adapter settings that is described in the various guides.
Thats it, you should be home free and master of the WOL 😄
I hope this helps someone else who is stuck where i was.