Now this is just an assumption.  In most cases where a customer doesn't buy a Dell computer with 2 SSD, Dell doesn't include stock heatsink. Did you buy a heatsink one by yourself or one was pre included ?? If it wasn't and you install it without heatsink. It may be resulting in those crashes.  [IMAGE]   If you have already install a heatsink and I can mostly think of a motherboard failure   
Hello, I recently bought an XPS 15 9510, and went to put in a second NVMe drive and noticed it would appear and disappear often. (Both in BIOS and Windows 11). I tried another drive with the same results. My next troubleshooting attempt was to put the stock 512GB drive (OS) in slot 2 and the additional drive in slot 1. I booted to Windows and within a minute it shut off. Rebooted and within a minute had a blue screen. Is the motherboard bad? I can copy files to the drive in slot 2 and nothing is ever deleted, but it often disappears. The only thing else I can think of is the stock heat spreader thing on slot 1 which  presses against the foam on the bottom case. This piece does not work in the other direction for slot 2, but I think the small screw should be plenty to keep the drive in place.
XPS 9510 Second NVMe Issues