Faced such a problem.
I bought this SSD Kingston SKC2500M8/250G.
Here is the link to the datasheet
https://www.kingston.com/datasheets/kc2500_prelim_us.pdf
Connected an SSD to my Rock 3A via this M.2 Extension board
https://shop.allnetchina.cn/collections/rock-pi-4-accessories/products/rock-pi-4x-m-2-extension-board-v1-6
For testing, I used the official versions of Ubuntu and Debian with the 4.19 kernel.
After a successful start of the system, I wanted to test the performance of the SSD.
But I found that the SSD is missing from the system like any device.
I ran the lsblk command and all I saw was the SD card that started Linux and nothing else.
Moreover, after about 1 hour of continuous operation, the SSD warmed up noticeably.
Last clarification
When I connected my SSD directly to the M.2 connector,
it was determined without any problems and I was able to format it.
Is M.2 board incompatible with Rock 3A?
Or I got a faulty sample.
Has anyone encountered a similar situation?
Thanks in advance for any help.