Its not a windows file system.  It's a linux filesystem.  Check that the nvme is seated properly in the slot.  Shouldn' t need any force.  May take a few minutes for the apollo os to format the card and setup the Bitcoin database files.   Its supposed to format the card on initial boot.  After you log in and setup the apollo have you checked the system monitor?  You can see the nvme card there and read/write activity.  If it's not there then it wasn't detected on boot.   Shutdown/turn off and restart.  Does that memory card have LED lights you can see indicating read/write activity on card?   Does the red light turn on on the bottom of the unit where the NVME is connected?  That light tells you the card has been detected and is active.  It turns on during boot and stays on the whole time.  Is there another NVME card you can try, a 1TB or 512GB at least to just try it out to see if it responds the same?