You can install a second M.2 SSD and the heat sink you mentioned can be found at Amazon here. As for a specific model, there are a number of them at this Amazon page. I have used XPG and WD Black and found both to be excellent performers. But Samsung is also quite popular albeit at a premium price. In addition consider Crucial as they also have a number of quality drives.
Hello! I'm a landscape photographer and looking for a 4 TB SSD for my Lightroom Classic catalog on my XPS 15 9520. I bought the 2 TB version with a "Kioxia KXG70PNV2T04" and there should be another PCIe port available. I read something a little conflicting about the compatibility, so I wanted to make sure if a M.2 2280 SSD (PCIe Gen4.0x4 NVMe) with 4 TB would "fit" and if you could recommend a specific model for under 500 EUR? Here is an overview -- I use Lightroom Classic a lot for editing but it's not a lot of importing and exporting of files, I do mostly a lot of editing in a large catalog.  I also read that I need a heat sink cover for the second drive which I could also order via Dell support (or amazon) THANKS a lot in advance!  
XPS 15 9520 - Additional 4 TB SSD (Gen4 M.2 NVMe) for Lightroom Classic catalog