Configure 2 disks, NVME and SATA3 in Windows 10

Hi and sorry for my English...
I have a PC with a solid NVME disk in PCI-e mode connected to its M2 port. I have installed Windows 10 Pro and I have configured the bios so that the 1st boot option is the windows boot manager that is on that NVME disk.

Every time the PC started it was very fast to enter Windows and the disk manager appeared as disk 0.

Up to here everything worked perfectly !!!

The problem starts when I connect the second HD Sata3 disk that I want it for data.
Now when I start the PC it takes a lot to start Windows 10 (which is in the NVME) and when I go to the disk manager to initialize the HD Sata and format the solid disk NVME that was disk 0 when I was alone, now it appears now as a disk 1 and the new HD Sata that I am going to format appears as disk 0.
When connecting this HD Sata in the PC the numbering of the discs has been changed when the logical thing is that if the NVME was disk 0 it would follow in 0 and when adding the Hd Sata it would appear as disk 1.

And the other problem is that now the boot is much slower. In my opinion it is as if I were looking for the boot on disk 0 which is now the Sata and when it is not found out to disk 1 which is now the NVME although in Bios I have as the 1st boot option the NVME where the Windows is boot manager
The boot should be on disk 0 but the problem is that when I only connect the solid disk NVME in PCI-e mode it recognizes it as disk 0 but when I connect the 2 disks (NVME mode PCI-E and HD Sata3) it changes the order of the discs and the disc 0 that was the Nvme happens to disk 1 and the HD Sata3 that I have not yet formatted goes to disc 0 and it generates slowness to me when starting.

I hope you can help me correct this. All I want is for the Solid NVME disk to remain disk 0 and boot the PC from it and for the Sata3 disk to be configured as disk 1.
The board is an Asus Maximus XI Hero (wifi).
Sata's PCH Storage Configuration is in AHCI
Solid NVME disk is in PCI-E mode on M2 port _1

I hope you can help me because I've tried everything.

 

Thank You very much for your answer fgaifen!
You have a similar motherboard so I´d like ask some questions to understand my problem...

QUESTIONS:
Do you have installed Windows 10 in the NVME?
What number of disk have your NVME in the disk manager?
And what number also have the Sata drives in the disk manager?
Can you show me please a picture from your disk manager and bios boot configuration and bios pch storage configuration. To me It would be easier to understand how you configure the hd drives to understand what I make wrong.

Thank you for your help!!!

 

Yes je je, Raid 1 and Samsung Evo the definitive solution
Thank you for your help and the pictures fgaifen!!!
It is missing the picture's Bios of the PCH STORAGE CONFIGURATION of the sata drives... if you can upload please to compare with my configuration...

At the end I tried to initialize the sata from device manager and I shows a message:

"The specified disk is not convertible because its size is less than the minimum size required for GPT disks"
and the disk has a capacity of 10 TB so now I can not initialize and format.

Do you know what it meas the message and how to fix????
I am really desperate.

 

I have the last version, so could be a problem with sata drivers or may be I have to use software for partitions as Aowei Partition Assistant instead of Windows disk manager...

Whenever you are at home try to upload pictures about configuration's bios to compare and check.
What capacity has your HD? did you have these problems with the hard drive??? Do you think I have to download the last drivers Sata of the motherboard? I think this is not the probleme but...

 

But my M.2 Socket is operating in PCI-E mode in Bios configuration... This is not the probleme I think...