Make sure the SSD M.2 drive you purchase is keyed to 'key B'. A lot of SATA M.2 drives are 'key B', though, there are a few models that are 'key M', which will not fit.
I think there is no m.2 2240 - only 2242. 42 is the length in mm. https://sffwiki.net/parts/storage/ssd/m.2/intro
Lack of 2280 support severely limits one's options! Any recommendations for good 2260/2242 SSDs in the 500GB region?
Yes, that's certainly true and I might end up with that solution. I even have that cable on order. My understanding was that the M2 SSD would have better performance than a SATA connected SSD but if that's not the case then... no problem!
For nvme M2 ssd, I'd surely expect better performances, but I don't see any reason for msata M2 ssd to be faster that 2.5" counterpart. Smaller sized msata ssd tend to have less channels for chip parallelization , which means slower write speed. By the way, even if I'm not interested (yet) because of the price, I'd guess that the question of nvme m2 ssd (Intel 600p, Samsung PM961 / evo 960) support may be of interest for some backer/buyer.
The old fashioned way: there is a female and there is a male. You have to insert the male into the female. There is no "weird operation" you got to do.
Transcend MTS600 M.2 512GB SATA III MLC Internal Solid State Drive (SSD) TS512GMTS600 .. there 512gb 60mm m2 card, though I'd order one when we get closer to the ship date, as the price should go down by then.