How do I make M.2 PCIe SSD drives non-removeable in Windows 10?

Question

For the first time, I've built my own computer. I bought a M.2 SSD (specifically the ADATA XPG SX6000 M.2 2280 PCIe Gen3x2 SSD - 512GB) and slipped it into the Ultra M.2 slot on the back side of my motherboard (ASRock Fatal1ty X470 Gaming-ITX/ac).

Things are mostly fine. But after installing Windows 10 on it, my SSD shows up as a removeable drive, which drives me crazy. Why would I want to eject the disk Windows is running on? Fortunately, if I try to (soft) eject it, it fails. (I don't worry so much about an accidental hard eject - it's too hard to just casually get to.)

My UEFI has an option for Hot Plugging (just SATA I think) and it's always been Disabled. So that's probably not it.

I've also tried the registry fixes in this answer (https://superuser.com/a/961242/305345) to How can I remove the option to eject SATA drives from the Windows 7 tray icon? and the whole 'storahci' TreatAsInternalPort 0-5 does nothing for me. But maybe that's the wrong part of the registry - because this might not strictly speaking be a SATA drive?

I've also tried the 'disable write caching' method - nothing. In fact, the change won't even persist! If I restart my system it comes right back with write caching on. Disabling write caching on the device will persist, but not disabling (software?) write caching in Windows.

I've also tried the latest chipset driver and I've gone looking for a driver from ADATA but they don't seem to provide one. I'm also running the latest UEFI.

I admit there is also the question Internal hard drives showing as removable in Windows 10 but nothing there that applied helped, and there isn't an accepted answer anyway.

Thanks in advance!