Using M.2 NVMe SSD with USB-C to M.2 Adapter

You should put it in the m.2 nvme Slot. The 960 Evo uses at maximum 4 PCIe lanes, and it is debatable whether a GPU actually performs significantly better using 8 or 16 Lanes. This means that slowing your GPU by using the PCIe m.2 is unlikely. I would advise against a PCIe card for your 960 Evo if your motherboard already has a specific slot for your NVMe drive.

Depending on the number of lanes that your CPU (what model?) supports, I would even still use the M.2 slot.

The only issue with the SATA is that if you put a M.2 SATA drive in the m.2 SATA (not the PCIe x4) slot, you will lose access to two SATA ports, port 0 and port 1, as specified in your manual.

Your motherboard has 6 SATA ports, so you would only have access to four, if you are using more than four extra drives as well as the m.2 drive, then this is where it would become a problem.

The 960 Evo isnt a SATA drive, it is an NVMe device, so the SATA information above is just for reference

Your key seems to be this one :

Lenovo 128 GB SSD NVMe PCIe m.2 SSS0R27340 Union Memory with Bracket

It is described as :

UNION MEMORY 128GB SOLID STATE DRIVE SSS0R27340 01FR572. UNION MEMORY 128GB SOLID STATE DRIVE SSS0R27340 01FR572. Condition: New, Features: Removable, Manufacturer Warranty: None, MPN: 01FR572, Interface: NVME, Storage Capacity: 128 GB, Compatible With: PC, Storage Format: HDD & SSD, Product Line: union, Drive Type(s) Supported: Internal SSD, SSD (Solid State Drive), Form Factor: 1.8 in, Brand: Union, Type: Internal SSD

Answer : The Interface is indeed NVME. The label is correct.