That motherboard’s M.2 slot has its own heatsink, so you shouldn’t buy an M.2 SSD with a heatsink if you plan on installing it in that slot. Instead, get the model without one: https://www.newegg.com/western-digital-2tb-black-sn850x-nvme/p/N82E16820250247?item=N82E16820250247
I actually bought the exact same one you have listed and ended up having to pry the heatsink off. My fingers were very sore afterwards.