Madssakre2,   One of the things I have seen that could cause the CTRL-R prompt not to be displayed would be if UEFI is enabled over BIOS. If you access the BIOS (F2 at startup) and then select Boot Settings. From there you would need to verify if it is set to BIOS or UEFI, if needed set to BIOS and reboot to see if the CTRL-R prompt has returned. You can configure the second VD then as well.  If it is set to BIOS then the issue may be that raid isn't enabled. You can verify this in the BIOS, under SATA Settings.  Lastly, if you like you can private message me the svc tag for the system so that i have the details. Let me know what you see.
In my R740 server I have four SSDs. Two of them our now set up at RAID 1 and as the boot drive. This was done during the Lifecycle Controller setup, where after setting up the RAID 1, I installed Windows 10 Pro. I was told by the support unit when purchasing the server that I could easily setup the two remaining data disks in another RAID 1 conf. However, this seems not to be the case.  The Ctrl+R option during boot, as told by the PERC manual does not work, so no entering a menu there. The Lifecycle Controller setup during boot still doesn not support more than one RAID setup. The Bios Configuration Utility and its Virtual Disk Management doesn't have a entry to add a new Virtual disk.   Anyone with a clue  
two RAID 1 on R740 PERC H730P