Comment by AnthonBerg

Just to mention it: There exist M.2 to PCI-Express adapters, and also Thunderbolt to PCIe (and Thunderbolt to M.2 to PCIe.)

Some examples here: https://egpu.io/best-egpu-buyers-guide/

(M.2-to-PCIe are under “M.2/NGFF” in the table I think.)