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What exactly are you running? SRAM 36T with medium cage Di2? Are you using Wolftooth?
Ultegra med cage with SRAM 1130 11-36: https://www.pedalroom.com/bike/carbonda-gravel-bike-1x11-di2-30292#photo239239
No wolftooth, B screw is about 70% in so if there was a 38t it would also work.
Can I use the XTR M9000 cassette on my 11-speed road setup?
I don't think so unless you go for an XT (or XTR Di2) rear mech. Maybe @Emyr can clarify.
What exactly are you running? SRAM 36T with medium cage Di2? Are you using Wolftooth?
I might try one of these 34T Shimano cassettes or see what the go is with running 11spd Shimano MTB hubs and cassettes on road.
https://www.cxmagazine.com/shimano-xtr-m9000-11-speed-road-compatible-questions
Can I use the XTR M9000 cassette on my 11-speed road setup?
Maybe. It should clear your spokes and fit on your 10-speed and 11-speed (with a spacer) freehubs, but your rear derailleur will likely be incompatible with the 40t cog. However, some clever folks have figured out that a longer rear derailleur B-screw can be a cheap hack to make it work.
Also: http://forums.mtbr.com/cyclocross/xtr-11-speed-40t-cassette-11-speed-road-shifters-945660.html