Are There Any Specific NVMe SSDs That Should NOT Be Used in the 15 R2 ?

NVME is an industry standard.  If anyone is not compatible it would be either MSATA/SATA VS PCI-E or a firmware issue.

NVME drivers are not native to windows so F6 mass storage drivers are required.

http://download.intel.com/support/ssdc/hpssd/sb/nvme_boot_guide_332098001us.pdf 

Windows 10 and the Alienware 15 R2 fully support NVMe SSDs.

I asked if anyone knows of any compatibility issues between the 15 R2 and specific brands\models of NVMe SSDs.

Thank you @SpeedStep. I understand the physical configuration details for the drives.

What I am asking is if anyone knows of any driver related issues with particular drives.  For example, for a long time Samsung SSD drivers and firmware had compatibility problems with AMD systems.  My Alienware system is obviously not AMD, but there is always the possibility of corner case compatibility issues - and I am asking if anyone has seen such a thing. 

A search of various Alienware forums has basically turned up nothing - except for an unclear case involving a particular Kingston Drive.  So, in short, It appears to be an unlikely problem, but still just asking.

Intend on upgrading to a Samsung 960 Pro which should prove problem free on the system.

Issues come because people believe that "B" keyed  SSD's and  Mkeyed only are the same. They are not.  The other issue is length of the card.

There are no "brands" that don't work unless there is something wrong such as B keyed (SATA) vs M keyed (PCI-E) only.

NVM Express, NVMe, or Non-Volatile Memory Host Controller Interface Specification (NVMHCI),
is a logical device interface specification for accessing non-volatile storage media attached
via PCI Express (PCIe) bus. "  M.2 PCIe 22110 ,2280, 2260, 2242

The card below allows "B" keyed  SATA or  PCI-E keyed.

Sata Express uses the same physical connector as older SATA drivesor it uses an X4 PCI Express lanes rather than

the SATA bus to boost storage speeds.   B Keyed is not compatible with PCI-E

The card below takes both.

Driver related issues have to do with users not installing F6 AHCI drivers and chipset drivers.  When Chipset Drivers are not installed PCI-E devices do not enumerate.  This is true for INTEL and for AMD.   There are no Brand or INTEL/AMD 'DRIVER" issues other than the "drivers" are not native to windows 7 or 8 or 10.  Most AMD AHCI chipsets are not native to windows 7 or 8 or 10.

This is why there is an Intel® Rapid Storage Technology Enterprise NVMe (Intel® RSTe NVMe) RAID Driver for:

Windows Server 2016*
Windows® 10*
Windows 8.1*
Windows 7*
Windows Server 2012 R2*
Windows Server 2012*
Windows Server 2008 R2*

4.5.0.2123

This is an official Samsung statement\release regarding Samsung SSDs and AMD systems from a couple of years ago:

Dear Customer,

You have an AMD processor and chipset. Samsung SSDs do not work correctly with machines that contain AMD chipsets. Our SSDs are recommended for use only with Intel chipsets and because of this you will see performance issues with your SSD.  If you are looking for maximum performance from your SSD, the best environment would essentially be a windows based machine with a Intel processor and chipset.

This seems really odd to me, SATA is a standard just like ATAPI it should be functional with anything that complies with the standard.  I do not find that distinction on any official Samsung Site.  There appear to be issues anecdotal with newer AMD mainboards with Marvell chipsets.  However when I use official channels neither AMD nor Samsung will confirm or deny this. The true answer is that it was an issue but isn't now.

I did find an old site that had SAMSUNG EVO and their magician 4 software indicating this.

However the latest Magician Software Manual says :

http://www.samsung.com/semiconductor/minisite/ssd/downloads/software/Samsung_New_Magician_Installation_guide.pdf