Which motherboard did you get? Do you have it in hand? The last time I checked, all Mini-STX had only M.2 connectors, NOT mPCIE. The converter you have pictured goes into a mPCIE slot to provide M.2 functionality, where you will need the reverse of that or something different.
Also, the H110 series Mini-STX motherboards only support M.2 SATA, not M.2 PCIE. The video card risers all require M.2 PCIE to work (I bought about 4 different ones, none worked even with windows).
Read the Kingston FAQ on the difference. I think the
H310 by Asrock will support M.2 NVMe and M.2 PCIE, which will support the M.2 GPU risers.