M2 is just an PCIe bus in a different mechanical format, with the addition that it can also be accessed by the SATA controller and USB3 controller. This is different from the similar mSATA in that the latter is an SATA bus standard that uses PCIe like connectors.
i.e mSATA devices are always accessed via the on-board SATA controller and the MB firmware boots from them like it does any other SATA connected drive using SATA/IDE ot AHCI drivers after boot. M.2 cards *may* be accessed by the onboard SATA controller if you have an M.2 SATA SSD card. But note that while these M.2 SATA cards are usually just SATA drives they may also be PCIe devices that have onboard SATA controllers on them, these should be seen by the OS as normal SATA controllers
NVME drives are always seen as a part of the PCIe bus, so you need a driver for the controller on the drive, just like you do for the older PCIe NVME cards. If the BIOS can boot from PCIe (Not all can), it can boot from M.2 NVME, regardless of OS.
You can in fact get 2 different types of M.2 to SATA converters, one is passive and has just two SATA connectors on them and are accessed by the SATA controller, the other is active, has an onboard SATA chip and is accessed via the PCIe bus. (This is useful for Intel SoC's that only have 2 SATA controllers built in)
M.2 can also be accessed by USB3, but this is currently of limited use.