This adapter from Delock can be used to connect a U.2 SSD directly to an M.2 slot, such as on a mainboard, in 2260 format.

Connectors: 1x 67 Pin M.2 Key M male, 1x U.2 SFF-8639 female, 1x SATA 15 Pin power male.
Interface: PCIe / NVMe.
Form factor: M.2 2260.
Compatible with PCI Express V4.0.
Bootable.
Supports NVM Express (NVMe).
Length without connectors: Data cable approximately 50 cm, power cable approximately 15 cm.

System requirements:

• Linux kernel 5.4 or higher
• Windows 8.1/8.1-64/10/10-64
• Windows Server 2016
• One free M.2 interface with Key M.