Dell Precision 3551 cannot install Windows 10

Hi,

I have a brand new Dell Precision 3551 with Ubuntu installed because I already had a Windows 10 license. However I tried many things and cannot install Windows 10 as it does not see my M2 SDD or SATA drives. (latest Windows 10 ISO from Microsoft on USB Stick)

I have tried this:

1. Enter the BIOS by pressing F2 multiple times while the Dell Logo is shown.
2. Navigate to Boot Sequence and set Boot List Option to UEFI.
3. Navigate to SATA Operation and choose AHCI.
4. In Advanced Boot Option you click on Enable Legacy Option ROMs.
5. Set Secure Boot to Disable

I only do not have Option 4 in the BIOS or at least I cannot find it. The bios version is 1.2.15

Any help is much appreciated.