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Is there a particular reason why you’d like 4x NVMe drives internally,
Purely a perception of speed.
Also the thought in my head that I could make a RAID from them but this may not be possible unless softraid (or at all)?
I'll see how persuasive I can be to my wife that I need something called a threadripper.
CYOA-
Are you running Windows as your main bare-metal OS? If so, there’s little point in aspiring to NVMe RAID as the built-in Windows software pooled drive implementation is shite, and hardware NVMe RAID cards that use enough PCIe lanes to warrant the exercise are expensive.
A decent single 4-lane U.2 Gen4 enterprise drive will give you sustained sequential ~7GB read/~4GB write speeds. I have several Samsung PM1735 Gen4 8-lane PCIe add-in card drives which give 8.5GB read/4GB write sustained from a single drive, running on Windows media servers (Dataton Watchout).
Do you really need more speed than the above?
ectoplasmosis
Is there a particular reason why you’d like 4x NVMe drives internally, instead of 1 or 2 drives of a higher capacity?
If there is, and you need full bandwidth to all PCIe/NVMe devices, then Threadripper/EPYC/Xeon-W are your only choices. Consumer Ryzen/Intel i9 platforms have too-few PCIe lanes to support more than a couple of devices at full bandwidth.
Note also that consumer NVMe drives, even ‘prosumer’ ones like the Samsung 980 Pro, are all hobbled in terms of sustained write speeds. For example, a 2TB 980 Pro has a quoted write speed of ‘~5GB/s’, but will only hit that for a small fraction of its capacity, and fall back to under 2GB/s afterwards once the SLC-alike cache is exhausted. Enterprise/server NVMe drives actually sustain their quoted write speeds across the entire drive with no slowdown.
I use 3.8TB Samsung PM9A3 drives (same controller as 980 Pro but with enterprise firmware and better NAND chips) in RAID5 arrays for uncompressed video ingest and editing servers; they hit 4GB/s sustained sequential writes per drive all day.
Also consider the fact that M.2 drives are difficult to cool and will easily overheat and throttle if pushed hard. I only use U.2 form factor drives for this reason; their chips are more spread out and they run much cooler. I use PCIe bifurcation risers with re-driver chips that split a 16-lane slot into 4x 4-lane U.2 connectors: