We can kindly confirm that most new SSDs need to be formatted in order to function with the host device and it's operating system. 

Once the M.2 SATA SSD is installed into your Hybrid adapter, please reformat your drive so the Mac can detect it. In order to do so, please follow these steps on a Mac: 

Disk Utility > Select SSD from List > Click Erase > Name the drive > Select APFS or Mac OS Extended as the format and then Erase the drive. 

If you plan on using this SSD on a PC in the future, you will need to format your drive as "EXFAT" so both Windows OS and mac OS can read the drive upon connection. 

If you have any questions regarding how to reformat your drive on a Mac, please feel free to use the referenced link below for further guidance. 

Erase and reformat a storage device in Disk Utility on Mac