I don't know anything about NVMe as I haven't tried to install one. However, the official OpenCore guide which is generally definitive and up-to-date calls out certain troublesome NVMe models and that it generally appears to be a pain to use this type of storage:
Edit: If you don't think it's an issue after reading that, it's probably the iGPU since I noticed you haven't listed your graphics card. This is the same problem I had since I only use iGPU (which is the default card that comes with your CPU). I have a guide to deal with this issue for Catalina a few posts back and it's helped a few other people. This board doesn't play nice when using only the iGPU in Catalina and Big Sur.