Pending on the video card, only slot 4 is available as the remainder is covered by the video card. To ensure we have the numbering of the slots correct, item #15 on this schematic is slot #4: R10 motherboard layout  You should be able to install an M2 drive in slot #9. If you already have on M2 installed, and a second 2 TB M2 using an adaptor, I am not sure why you would want a third one to use as a cache drive?  
I installed a 2tb NVMe using a PCIe 3.0 adapter into SLOT #4. I would like to install another NVMe (500gb) into SLOT #3 to use as a cache drive.  Is it possible to do this?
Aurora R10, 2 additional NVMe drives via PCIe adapters in slot #3 & #4