My Q is refering to an ASUS X670E-F MoBo but generaly applies to all MoBo's.

The full Q is: how to find out which M.2 PCIe slot is occupied by which M.2 drive whithout tearing the system appart?

Scenario 1: You buy a new assembled PC and want to find out which SSD populates what M.2 slot.

Scenario 2: You assemble a MoBo with 2 identical M.2 SSDs using M.2_1 and M.2_2 slots (on that specified MoBo) but want to install the OS on the drive located in the M.2_1 slot.

On the specified MoBo, both PCIE slots are 4.0x4 and don't share any lanes whit other PCIE......

you can't, at least for me recently, i had to open up the integrated heatsinks that covered my NVMEs to find out which slots is occupying by which drive.  In my case, I brought a slightly smaller NVME for my Windows drive and other larger sizes for other purposes.

I installed my NVME to the _CPU and the other ones in other slots, like you mentioned, next to the PCE lane next to the GPU.  I have 4 NVME slots on my gigabyte mobo.

It won't help you, Gerald, but FYI Asus has introduced a BIOS feature called "Q-Dashboard" on their new motherboards which describe each and every component of your PC, including NVMEs.
Very smart tool indeed, you just click on the component you want info about and you get it.
Please see pic.
Green dot means the slot is occupied.