Dan, thank you for your answer. Somehow I managed to miss it until now. Image may be NSFW.
Clik here to view.
Anyway, the Samsung 950 Pro drive I have installed is indeed a PCIe drive and it works perfectly as a second drive inside Windows. I need to take another stab at getting it to work as boot drive! For anyone that have the same problem, I'll report back with my findings.
Tommy