Yo.
had the same problems with Clover not seeing my Windows 10 USB installer but I approached another workaround, I think it's faster if you have a second computer that reads NVME m.2 (via adapter if needed)

• What I did was I installed the NVME SSD on another computer and booted up the Windows 10 USB stick to run the typical install.

• After Windows writes its install kit and all that jazz there's a restart(before booting the copied kit located on your drive).

• During this stage, I just manually shut down the PC when doing bios post during the restart process and put the NVME SSD drive back into my HP Z800.

• Went into Clover GUI and simply selected WINDOWS EFI boot (i think that's what it was called...was the first choice on the left :) )

Windows then just started installing by itself normally.

Two days later , all is working fine ! Booting sweet NVME into windowzzzzzz 10

Hope this helps anyone that's trying the same thing as us!
Cheers