Got the SanDisk Ultra (M.2 NVMe 3D SSD). Turned off computer, disconnected HDD, connected SSD, used USB stick to install windows, and literally was up and running in minutes. Did not have to access Bios at all. My personal feeling is that the WD Black SSD is not compatible with the computer bios. It is possible that the drive is bad, but I don't think so. Hopefully this will help someone else in the future.
I have been trying for the last 3 days to get a 512GB WD Black NVMe M2 SSD to install and have been unsuccessful. Decided to do a clean install, so put a Windows Install Media on a USB, disconnected the HDD and booted up computer. USB starts, and the install media recognizes the SSD, and installs files, and then restarts the computer. However it boots up to installation screen again. If I remove the USB, and boot, 'No bootable drive' error pops up. Bios screen shows the SSD as mass media, and the drive screen shows the SSD with correct name, but the Windows boot manager does not exist, and when trying to add boot device nothing shows up.  I have literally done everything (UEFI vs legacy, Raid vs ACHI, Secure boot on/off, etc). When using 'legacy' the SSD shows up in the boot order, but when trying the boot from that drive it says the same 'No bootable drive' error. One thread mentions using Dell's own recovery installation tool, so I also used that. When trying to install, the same error occurs in that it sees no bootable drive to install windows, but the SSD shows as a mass storage device. I have checked the SSD when reconnecting the HDD, and it shows up, I am able to format, and write stuff to it so I don't think it is a defective drive. Along my readings (on this forum and others) it seems the end conclusion is that some NVMe's work, and some do not, and it seems it may be a compatibility issue with the bios. I am going to return this drive, but I was hoping someone has successfully clean installed a M2 SSD recently, and if so which brand/model was used. 
XPS 27 7760, which M.2. SSD is compatible?