The current v15.x ISO is based on Debian 9/Stretch and from a quick google, support for NVME was a bit flaky at best. Regardless, if you want to give it a go, you'll need to enable legacy boot mode (i.e. so at boot time it uses some sort of legacy BIOS type mode). If di-live (our live boot installer) can see the NVME drive then it should work...

FWIW, I'm currently working on v16.x so hopefully we'll have that out soonish...

Another thing; unless this is a really low power machine, or you intend to run some crazy heavy load on this particular server, IMO running TurnKey on bare metal is such a waste of resources. Installing a lightweight hypervisor (e.g. Proxmox) is a much better option IMO. Even if your TurnKey server uses most of the available resources, it still adds much more flexibility running as a VM.