Stick the new SATA drive in your other computer and format it. Then return it to your new GL531GT.
Is it now being detected in the BIOS? (Advanced Mode/Advanced/SATA Mode Selection/AHCI) Then Reboot!
Because there is a know interference between NVME and SATA drives. I have run into this problem myself when trying to setup a NVME RAID while having a an additional SATA drive installed.
Is the connector ribbon latch on the motherboard secured (lever down)? Your picture shows it might be up.