Thanks for your suggestion. My MB specs say it's "PCIe Gen3 x4 M.2 Connector" (a gigabyte GA-H170M-D3H) and there's only one slot, so no chance to try anything different. It's odd, because I can mount the device with unassigned devices, but not as a cache drive.
One hope is that I have an external enclosure, ORICO Transparent M.2 NVME, on its way. I'm hoping I can blow the partition mapping away there and get something Unraid compatible (GPT, 4K Aligned).